Not with the vanilla version of BTS. However, there are unlimited possibilities with modding. You should check out the Creation and Customization forum (Mod forum). Many modpacks have been created that change the game significantly. Some mods do focus on specific eras like ancient, classical or medieval.
You might check out Rhye's mod and modmods. It's actually delivered with BTS, but has been updated. You can get the patch here. Although you can attempt to play any civ in Rhye's through modern times, each civ comes with Unique Historical Victory conditions that can be finished much earlier.
Another thing to consider though with the base game is that, as you get better, you can win the game much earlier than modern era, especially with certain victories like Domination, Conquest or AP.