While some outdoor space is nice, as Warlocks, you don't need much (unless you're challenging yourself to stay away from underground operations). You need (but not really) enough space for a Butcher or 3, Tanner, and 2 sizable farms (6-8 x 6-8s, for Rope Reed and Bloated Tuber).
Build an Ethereal Gate and start summoning your favourite colour of Blocks. When you have enough Soul Phylacteries, build 2 more. Summon more blocks non-stop. Create 3 phylacteries and build a Necromancer's Shrine (the middle tiered one).
Build a Stonecutter and use some Ethereal Blocks to create the furniture necessary for the Overlord's Throne Room. Create an Overlord. He is a badass and will mow through almost everything (don't send him against Black Caimans, Creatures of the Night or Giant Jumping Spiders. It will end sadly). He should provide a constant source of meat for a while. You will need to set him as the Overlord position sparingly (just avoid him going to sleep as an Overlord) or he will become VERY unhappy, due to not having a good room.
As the Overlord murders things, craft Totems and use the Souls (no need to turn them into Phylacteries, if you can work fast enough) into Skeletons. Create about 6. Use them for Stonecutting, Mining (I use 3 skeletons and 1 warlock as miners, so the skeletons go AFK less), farming, masonry.
Use Ethereal Blocks to build a wall. As one of the entrances, extrude out from it a staging room that consists of a 5x5 room. Construct a rope in the middle and chain up a wisp. The enemy will enter, kill the wisp and then all that made it into the room will be knocked unconscious. Note that you will need a military to take care of the stragglers that didn't make it into the room.
Dig out some earth for 4 Graveyards. I think 4 is overkill, but it helps in the beginning. Use Ethereal Blocks. Put a Soul Siphon and a Craftsmen Shop beside them.
Designate a Warlock (us starting stat points) as a Gem Cutter and build a Jeweler's Shop. Have him non-stop cut stone into Cabochons. Build an Inscriptor. Use Souls from a nearby Butcher or Graveyard, or Soul Phylacteries combined with the Stone Cabochons to skill up a Skeleton to 18 Stonecutter. Use 1 Skeleton as a mason, turning Flux into Blocks (use linked stockpiles). Use the 18 Stonecutter skeleton to create masterwork furniture for your Overlord and Keeper of Knowledge using the Flux Blocks.
Use the rest of your bones, totems and souls to train 16 - 20 skeletons for Archery Military. Go from there. If you want to be really cheesy, spread Cage Traps everywhere and never have to worry about anything every again (they are overpowered...). (Ab)use inscriptor to level all worker skeletons up to Legendary +3. You don't need to spend any copper training Armor/Weaponsmiths, so you can turn it all into Arrows.