Right, sorry if this led to confusion. My point was that, as Teddy, you open the continents lens and look for other civs that are on the same continent as your capital is. Those are your viable targets. If you stick to only those targets, you will get a +5 bonus when you are attacking them. Later in the game, if someone declares war on you, they'll move their troops into your territory, including those that you conquered earlier. But since you made sure that those cities you captured were on your continent, they'll "still be" on your continent when someone else moves in.He specified that he only conquers cities on his continent, which he put in quotes because Civ VI defines continents differently from earlier civ games (and differently from most people's intuition).
Note however, that this is really only a way to ensure that you're milking everything you can out of the American combat advantage; I'd still recommend settling or conquering premium land if it isn't on your continent, you just won't get the extra bonus.