Good question, unfortunately this is not a question with a short answer. Then again if it had a simple short answer this game probably wouldn't be much fun. Before I give a list of tips I will tell you about victory conditions

Victory conditions
Usually you won't win a game on your own but you will win with a group of players. Players form groups in the way of religions. A group of players from the same religion will be victorious when they own the majority of settlements of Gondor. For example if you and your religious members own 80% of all settlements after turn 25 they will automatically be victorious.

Specific victory conditions may differ from game to game. The conditions will be listed in your results. Attain the forum for any questions about this.

What do I win?
A refridge.. no you will receive eternal fame and respect!
Once you're victorious (with some other players) you will receive points which are added to your account. These points will point out who are the overall top Gondor players.
You also score (but less) points when you're not victorious.

When do I lose?
Your game result list a table which specifies how many settlements your need to stay in the game. The amount increases each turn. Meaning you need to expand your realm to stay in the game. If your settlement count drops below the amount needed, your people will revolt and throw you out, you will end up losing the game.
The settlements are counted right after the war phase.

Once you're out you cannot give orders and your settlements will be inactive.
You will receive points based on your achievements up to the moment you were kicked out of the game.  These points are added to your account total points.
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Well how do I win the game?
In the it is all about surviving and slaying your opponents. Using  some, or all, of the following tips will help you do so:

• Use strategy. Yes this really is a strategy game
• Use diplomacy
  • Make allies
    Good Allies won't attack you and you can team up together to kill the enemy. It is always easier to slay opponents when you outnumber them.
  • Get your friends to join this game
    The more friends you work with the better change you have to win
  • Make new friends in the game
  • Communicate with your neighbours
    Information is power. Picking random targets is not always the best way to wage war. Outnumbering and surrounding opponents are effective techniques.
  • Be nice!
    If you're nice to people they will usually be nice to you. If you backstab somebody they might not forget and you might end up being untrustworthy, even in other games!
• Information is power
  • especially during the beginning of the game. The game starts with evrybody at a randomplace. Finding out who is located where is important for your diplomacy. If you can't beat them join them!
    It's better to have a nice neighbour than a remote friend.
• Make a good start
  • The kickstart is really useful, not only as a way to learn but it is really a good way to play the first turns like this
  • Build build build, it's cheaper than conquering!
  • Everybody makes mistakes the first time, learn from your mistakes. And eventually sign up for another game to show what you've learned.
• Keep your economy going
  • Gold is really important, because gold will get you a bigger army
  • More settlements raise more taxes
  • Invest your gold. Usually it is best to spend all your gold and not have it around. You can always invest gold to get more by using the build production order.
  • Build production usually has a ROI of 5 turns.
  • Placing a hero in a settlement boosts taxes
  • Main city boosts taxes
  • Combining the previous three tips works great!
  • Bigger settlements raise more taxes
  • Scout for treasures and pick them up
  • War is expensive, friends are cheap!
  • Garrisons are expensive but cheaper because of upkeep
  • troops in settlements are
  • Monsters do not cost you upkeep
  • spy a monster before you bribe it
  • Use a big army with a low Attack factor when conquering main settlements if possible. You're not the only one who uses the combo: hero+build main+build production... A high AF will damage many production levels.. 
• Raise a big army
  • bigger settlements recruit more troops
  • use build recruitment to raise the recruitment amount of troops
  • bribing monsters can be an effective way to get stronger and or bigger armies
• Attack!
  • Attacking often is more effective than staying on the defence.
  • A high AF adds to the attack but increases colateral damage!
  • The first few turns are better spend building
• Defend!
  • If you only attack and do not defend..
  • Intercept armies
  • You can build defence levels to strengthen defences
  • Use defence scrolls when important settlements are attacked
    • only useful if you have troops/garrisons defending
• Read the manual,Know the rules
• Ask questions on the forum and read information found there
• Be smart
• Have fun!