This scenario is quite easy.
At the start of the scenario, Caesar is all alone, but he's tough, he can take it. He also has a decent sight range, which, together with his speed, makes him a pretty good scout. There is a hint of a path that he could follow, but let's be contrary and have a look around first. You don't find anything. Even so, don't just take the obvious route down the path, but rather follow the shore. You'll be happy you did when you see the gang of thugs waiting for you on the path.
You don't have a real choice of where to go, but try to avoid combat as much as possible. Pretty soon you find a village and the game suddenly becomes normal. When you check the Achievements, you see that your three enemies have a large starting population, and you suspect that they might be static. This turns out to be not the case; they all will produce units and attack you, although not very fiercely.
Since this is a water map, you should produce a strong navy. Aim for 10 warships to start. In fact, you could probably win the scenario without producing any ground units, but this is not recommended. Aim for about 10 villagers to start. Collect primarily wood to support your fleet production program, but don't ignore food and stone. There is enough wood on your starting island to easily cover all of your needs in this scenario, and plenty of stone as well. There is enough gold on your island to get you started, but don't start mining it until you can definitely protect the mining operation against naval invasion. Once you have control of the seas, you can safely get more gold on another island. Food is available from farming and fishing. There are vast amounts of resources lying around on the map; you won't have the slightest need to exploit most of them.
Lure a few of the Red units towards your base. As soon as they are engaged by your Tower, they fixate on it, and then Caesar can kill them with impunity. Eventually, you will want to mine the gold on your island, because at some point you will want to have a priest. Until then, there is no need to engage the bulk of the Red units on your island. Concentrate your woodcutting operations in the north map corner; this is safe territory.
As you are merrily and peaceably building up your base, you are attacked, at about the same time, by two of your enemies. Yellow tries to do you primarily with naval invasions, and they always approach from the SW. It is very important to sink their Transports before they unload, and you can generally manage this. Mass fire on each Transport with about 5 warships, ignoring other threats if necessary. Try to physically block the Transport as well. If it looks like a Transport will actually get through, stop personally controlling your ships, and instead run all your villagers to the back and run Caesar to the beach. Some of your villagers will always be exposed, because you don't have a lot of space for farming, other than near your Town Center, and you pretty much need to have a couple of repairmen just standing around there continuously. At about the same time, Brown attacks with at least a fire ship, and that is actually a serious threat, because it can easily sink something. The only response to fire ships is for the target ship to run away at top speed, while many other friendly ships pound on the fire ship. Brown always attacks from the SE. Both of these attacks happen when you have about 5 War Galleys, and you should recognize that you need to upgrade to Trireme immediately.
It is very important to keep a close eye on the mini-map in this scenario. You need to assume tactical control of your defense fleet the instant a yellow or brown dot shows up near your base. If you do not, you are likely to lose units very quickly.
Somewhere about this time, Red may attack you with what they have left on your island, or you may decide to wipe them out regardless. Otherwise, and for the rest of the scenario, you don't need to pay much attention to Red, because they are almost pathetically weak.
After the initial attack by Brown and Yellow, you recognize that you will need at least 5 Triremes each permanently occupying the SW and SE approaches to your base. You will need 5 more to conduct offensive operations. You can mine the gold on your island in reasonable safety once you have the first 10. You could produce ground troops to defend your base, but there is no real point if you have a sufficiently powerful navy, and why spend resources on ground troops if you don't actually need them, especially if they cost gold?
When you have about 13 Triremes, you can start exploring the map. Use at least a 3-ship squadron for this, but 3 is probably the optimum number. About half of the map is Red territory, but Red is so weak that you can pretty much ignore them at this point. Don't destroy their docks yet, because you might want to use them for trade later, but feel free to destroy all their Houses and Towers and anything else that you don't like. When you find the Red home base, you should produce some ground units to speed the process of wiping Red out. 5 Phalanxes seems to be a good choice, because they are powerful and cheap, and they won't be facing horse archers.
When Red's economy is devastated, finish exploring the map. Brown is in the south corner of the map. Leave them alone for now, because their defenses are pretty strong. Yellow is in the west corner of the map, and is strong enough that you should increase your attack force to 5 Triremes plus at least one Catapult Trireme. Once only Brown remains, your attack becomes significantly more powerful simply because you can concentrate on it better, not having to worry about other threats. Therefore there is no real need to add to your existing attack force, although a Catapult will prove useful.