Click on the blue + sign (upper right) for details.

Summarized:
First get to 7th level.
Second, take control of a plain square
(see CONQUERING THE WILDERNESS above)

and recall your troops from the square.

Then send 250 Supply Troops to the location (click on wild and select reinforce).

With the supply troops, you need to reinforce 10,000 each of Gold, Food, Wood, Stone, and Ore at the location.

Then click on the plains square and select Build City.