The first and most important step any good game is picking your civ. Your civ should correspond with what kind of victory you want to win. Here are the civs that work best for each victory type for your viewing pleasure:
Culture victory: Iroquois
Domination victory: Iroquois
Diplomatic victory: Iroquois
Science victory: Iroquois

Yes, the Iroquois are put in there for every victory type. Almost every person who plays civ will tell you "don't listen to that guy, the Iroquois are a crap civ". Well, your friend is either racist or is lying to you. Their movement bonus can help move their mohawk warriors, which ONLY the Iroquois can build. Who needs things like 'nuclear missiles' and 'giant death robots' when you can maintain an army of the the finest military unit in the whole game? Why would you possibly need things like 'gold' and 'science', or 'food' when you can play as the best civ in the whole world?

With your new game set up as the Iroquois (if you aren't the Iroquois you are a noob) your first objective is to eliminate your rivals. No matter what victory type you are pursuing, you have to take out all of the other civs. 'But wait' one might say. 'But isn't taking over the whole world just a domination victory?' That's where you're wrong, kiddo. Need to win a diplomatic victory? You could wimp out and be a civ that isn't the Iroquois to try and get those 'delegates' for the 'world congress'. Who needs city states for delegates when you control THE WHOLE WORLD'S DELEGATES???? Who needs to build culture buildings when you control ALL THE WORLD'S CULTURE???? Who needs science when you control ALL THE WORLD'S SCIENCE????

Congragulations, you chose the Iroquois. As soon as you can, start pumping out mohawk warriors from your cities at all possible moments. Mohawk warriors are key to any victory type. Some may say that your civ needs things like 'food' and 'science'. I don't care how much gold you are losing per turn, or what era you are in. Just make nothing but mohawk warriors. If you stop making them, you automatically lose. 'But wait', one might say. 'Shouldn't you occasionally stop making mohawk warriors to make something like... a granary?' This is a very common misconception. The AI sees granaries and anything that is not a mohawk warrior as a sign of weakness. After making your 69th mohawk warrior (hardy har har, have yourself a giggle but this is serious business) you will automatically get a victory screen for a victory type of your choice. Congragulations, you have just won the game.

Congragulations, you have chosen a civ that is not the Iroquois. This game you have created is obviously not worth playing, and you should delete that waste of a save and create a new one with the Iroquois.