Here's how you can manage your city in an efficient manner:

Citopia Tutorial Weltwunder
Military might:
By constructing and expanding each of these buildings you can put together larger and more powerful armies.
Put your prisoners of war to use:
Build a prison where you can keep your prisoners of war. After serving their time, you can show mercy and free them to become bona fide citizens, thus increasing your population. Alternatively, you can use them to still the your plebeians' ever increasing hunger for entertainment and sacrifice them in your amphiteater for a few golden coins. In the long run it is advisable to use the first option.
Tax-paying citizens
These buildings will bring a faster growing population and higher income from higher (but still fair) taxes.
Market place
The market can be used for buying and selling resources. There are two possibilities: you can sell or buy at a fixed market price, or you can go to the Emporium and trade directly with the other players. In the Emporium, you can place an offer for which the other users can bid for or, alternatively, can buy on the spot, at a price you can chose when you create your bid. After 3 days on the market, if nobody chooses the "Direct buy" option, an auction will go to the highest bidder.