Move him to your city, hit the "Build Army" button in the bottom middle of your screen, and an army unit will appear - you can move units to that city where the Army is and hit the "load" button, and the units will go into the army (up to 3 of them).

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The Babylonians are dead and the puny Zulu are a thorn in my foot. *laughs evilly* Is there any way to make the opponent civs random excluding a certain civ from popping up. I've done random the past several times, and the Zulu scouts are ALWAYS bugging me to death. I'm tired of them.