how to establish embassy

[sarer]

Hi *,
I am trying to establish embassies (I've found writing) but double-clicking the capital cities of rivals seem not to work. Am I supposed to click them on the map or somewhere else?

 

[Knockout]

just hit ctrl+e

 

[Tassadar]

Right click on YOUR capital to access a menu, then you can conduct espionnage( same as establishing an embassie).

 

[Lt. 'Killer' M.]

you can also left click the star on your capital

 

[D. Boon's Ghost]

These chaps have laid it out for you.
Just one addition; Once you have already established an embassy, one of the manners in which you can access it is by clicking the star/capital icon of the AI in question (as you had tried doing).
But you need to have already created one.