Basic guide to play civilization 3 conquest with standard rules:
1. Build none of early military unit, they are lame. Wait until you can get best ones in modern age, it will save your income and shield.
2. Don't explore with your scout too far, they are best fortified at your capital. You need them to scouting for talented peoples in the city they might produce great leaders.
3. You should consider your cities placement, good cities are those built near volcano, marsh, dessert, tundra & jungle. You should give spaces between cities, far distance are better. Keep doing this as you will get closer to space race victory!
4. Beware of resources, if you have too many on you then your neighbors might get jealous and gang up to attack you.
5. Give your techs as gift to others. They might appreciate your friendship and share things with you in return. Moreover each time you did you will get closer to diplomatic victory!
6. Anarchy is the best government; you don't need to pay for maintenance cost, and no war weariness. Even better if you have cities in disorder, others might impress and afraid of how barbaric and corrupted of your citizen are. Therefore you will rarely attack by other and might archive domination victory!
7. Growth are important for you to pop rush. Pick a building, pop rush it and then switch is to gold repeat the process and your commerce will increase.
8. Give away cities, doing this would share your culture to others. Each time you did, you will get closer to cultural victory!
9. Finally to achieve conquest victory you must declared war on every nation on the same time, try to eliminate them on the same time.
10. Follow the guideline above if you did not met any victory condition, you will get histography victory at the end of the game.