Hi..welcome to CFC!
First, let me point you to the Strategy & Tips forum here:
https://forums.civfanatics.com/forums/civ4-strategy-tips.155/
If you really want to learn the game, that is the place to be. Besides existing and ongoing threads of various nature and forum games, you are also encouraged to run your own shadow game. You will get a lot of advice and learn quickly to move up levels.
Regardless of victory condition, I'm sure there are a lot of basic concepts you need to learn or relearn. I think you will be quite surprised at how different you will play the game once you learn a few things. Civ IV is a very complex game. Even after over 10 years of playing, I still learn something new now and then. But there are some core concepts that can apply to every game. And honestly, once you grasp these mechanics you should soon blow the AIs away on a difficulty like Noble.
As for Conquest victory vs. Domination, it is really about keeping track of the overall land percentage you and your vassals own (vassal's land counts 50% of the overall total percentage). The victory screen under Settings shows the current pop and land percentage you own. Tripping Dom before Conquest usually means you've played a longer game and have expanded and conquered approximately 65% of the land. Simple solution is to not keep every city...just important ones that can contribute to the war machine.
Here's a few basic things that you can start thinking about:
1) FOOD is king (FOOD=Production)
2) Slavery is the most powerful mechanic in the game
3) Most important unit is the Worker (worker is usually the first build in almost every game)
4) Most important building is the Granary (most other buildings are very situational to irrelevant)
5) Do not neglect Great People, especially Great Scientists early. Get up a library soon in cap and run 2 scientists for the first GS for an academy in your cap (usually)
Ponder that, and continue discussing in S&t