You are presented with a highly complex problem right off the bat - complex due to its simplicity! Pause the game as soon as the scenario starts and think about what you know. First of all, you have what is called a Nomad starting position - villagers plus resources, with a few troops thrown in, but no buildings. However, this is not a classic Nomad situation because of its highly asymmetric nature.
Look at the Achievements menu. Pergamum has a population of about 70, and is therefore static, so you can ignore them until you are ready to go after them. Knock on wood. Yellow and Brown have about 15 units each, and grow rapidly. In a game like AoE, they are exponentially ahead of you, and will remain so for a long time. You must put all thoughts of early offensive action from your mind and concentrate on survival until far in the future. You will need to set up conditions where you destroy the attacking enemy forces in large numbers until you acquire economic parity, and only then can you seize the initiative.
Where should you set up your base? You have no idea. You see some trees and some stone, but nothing else. One thing that you might consider is sending one villager to the edge of the map to build a couple of Houses. You know that you will need 2 or 3 of them right away, and it's a good idea to keep them away from the enemy because they are so small, and you don't want them blocking other things. So we are in agreement then for one villager, yes? Leave the other two where they are. Start exploring with everybody else - Scouts forward, and slingers to the map edge.
Almost immediately, you encounter a Red wall. Pause the game and think again. This is pretty bad. You are right next to one of your enemies and have no breathing space at all.
You might wonder what your tech tree looks like. You are Macedonian, and that means that you don't get Wheel. That means that your villagers never get the speed bonus, which means that the Macedonians have to be considered one of the weaker civilizations. Of course, you don't get chariots, and that means that you need gold for all of your real combat units, and you have no anti-priest weapon. And FYI, you will not find gold any time soon.
You should have found two forage bushes near the Red wall. That warrants a Granary, but not a Town Center. You want an early Granary to allow you to build Towers and walls. Build the Granary far enough away from the Red wall so that catapults won't be able to just pick it off. This means that your foragers will have to walk a ways, but it seems to be the best option.
Continue exploring. One Scout heads down along the wall and around the corner. He quickly locates a Yellow base with a fair bit of food and some stone, and villagers actively collecting. You have seen enough here. Send this Scout back to finish exploring your corner. The second Scout heads along the wall in the other direction. A river starts to divide this area from the map edge. Turn around and go back, because it is more important to explore your territory first. Head along the map edge toward the north corner. You find three forage bushes near some trees. They are far enough away from the Red wall that it can be considered fairly safe to build your Town Center here. You have now used 200 + 120 + 60 = 380 wood, leaving you with 120. Your next building should be a Barracks, although you will need to collect 5 more wood first.
As you finish exploring the east map corner, you realize that this looks like a Coastal map. You will need a strong fleet. There is much food in the water, and Yellow is already starting to fish there. You need to stop them. The best way to do this with what you have right now is to build a Tower to interdict their fishing operations. Expect retaliation. You have one Scout plus two slingers immediately available, the Tower as soon as it comes online, and Scout Ships on the horizon. Your food requirements are 100 (stonework research) + 100 (research Battle Axe), allowing you to produce 6 more basic units, although you can only support 5 more right now. Use the trick of starting production at the TC and Barracks while you have one population spot left, which works in AoE. Your best choice at this point is 4 villagers and 2 infantry.
One thing that you want to do at this point is set your diplomatic status towards your enemies to ally until you are actually ready to fight them, to prevent your units from triggering unwanted attacks. All of this stuff has happened in one minute of game time.
Your scout heads up to the north corner, finding only scattered trees on the way. There are a lot of trees in the corner, and a Brown base along the NW side. Turn back when you find the first enemy Tower. So far, you have not found any gold anywhere. Eventually, you will have to fight Pergamum's Iron Age army, and unless you want to do it with Axemen and such, you desperately need a source of gold.
It's time to pause the game and think some more. If you play this scenario in real-time mode, you will probably lose. Because you are already interdicting their economy, Yellow will probably attack you before they are really ready, so your handful of units should be able to beat them, and when your first fleet shows up, Yellow will die. In the meantime, however, Brown is building up unmolested, and will attack you deliberately, and they will be able to overwhelm you. You also need to protect your workforce, and even Tool Age infantry can just sweep right past your troops and kill your villagers or at least interdict your economy. Therefore you need a good wall-in.
How many holes in your wall-in can you seal with troops? This tells you how many holes you can have. The answer at this point is, only one. Therefore, you should seal all the northern approaches to your base with stone, and leave one hole in the south, where you have the maximum combat power and an immediate target. In response to this, Brown may go around to that hole, which you can probably handle, or attack your northern wall anywhere, which at least gives you time to respond, or send a naval invasion, which is likely to cause problems. Keep in mind that you can use Transports to get past your own walls.
The big question is whether Pergamum will blow up your wall with catapults if you attach it to their wall. If they do this, then this scenario might just be too hard, but only if they do it early enough. Balancing the low-odds threat against the high-odds threat, we will risk the former to protect against the latter.
One thing that you should do at this point is save the game, and then scroll around the map to analyze exactly where you need to build your walls, and how much it will cost. AoE does not have a good interface for this, and building walls efficiently can be quite hard. Once you've figured out where to put your stonework, which could take several minutes, reload your saved game and do it.
The best wall in the north needs 130 stone. However, this will block the middle ford to ship traffic. If you want your warships to be able to defend the west ford, you will need to make the middle wall longer by 3 units. The best wall in the south, including one Tower, needs 240 stone. This leaves you with 130 (or 115), and you can get 500 more for sure. You will be able to build 2 more Towers, but not 3, because you need to maintain a substantial reserve. Build one Tower behind the long wall in the north, and one near the middle ford. It is too risky to build a Tower too close to Pergamum. Of course, Brown will attack you where you don't have a Tower. Or maybe they always attack the western ford?
You don't have enough villagers to do everything at once. Allocate 3 villagers to building stonework in the north and 2 in the south. Collect only wood until all your walls are up. Then put 2 on stone, and one on building Towers. One more is probably repairing ships in the south. Keep the other villagers on wood, because you desperately need a second fleet in the north. Produce one fishing ship to start bringing in some food.
At some point Yellow will start sending what they think of as serious attacks against you. This is when their population starts to decline. When you have two Scout Ships operating in the south, the situation there will change dramatically in your favor. Don't build any more ships over there until you know that you will need them, because resources are still in short supply. Move your ships along the river until you encounter two Yellow Houses. Start grinding away at them, and make sure to kill every repairman. Check out the forage bush and interdict it if you can, but your best bet to kill enemy villagers is to catch them when they stand still to repair something. Pretty soon Yellow is in serious decline. Move your ships along the river some more. The Yellow dock blocks your advance. Don't destroy this dock, because as far as you know, this is the only place you can ever get gold. When Yellow appears to be pacified, change your diplomatic status so as to avoid attacking them accidentally. This front will now remain static indefinitely.
Actually, this is uncertain. Yellow may just go catatonic from time to time, and then start growing again later. You will definitely not be able to take them out with warships alone, and getting troops into their base can be problematic.
Just when you thought it was safe to go out at night, Brown launches a large attack against you. (You didn't really think it was safe, did you?) You absolutely cannot permit them to breach your wall. If necessary, sacrifice a bunch of missile troops to defend the wall. Avoid losing slingers, because you don't have a lot of stone.
You won't have to face more than two attacks from Brown before your economy starts rolling along, and you have three Scout Ships in the north. Send those three ships along the river to harass the Brown camp, and produce one more. You will be able to do some damage, but then you will need to withdraw for repairs. It's a long trip. By the time that you go back for a second helping, this time with 4 Scout Ships, you should be in the Bronze Age with two missile weapon range upgrades and War Galley on the way. When you confront their 5+1 Tower this time, your War Galleys will have a range of 6+2, and will kill it with impunity. In any case, you have had the foresight to bring a Transport and a villager along with your fleet this time, and you don't have to return home for repairs. This time, you will stay in the Brown base.
Before too long, you will have done enormous damage to Brown, and they haven't even attempted to fight back seriously. You now realize that this scenario is actually very easy, because two of your enemies are now effectively dead. All of the Brown ground troops that would have been deadly running around inside your base are now just ... dead.
Brown has a dock, and you find a bunch of gold mines in their base, so you can now blow up the Yellow dock and advance past it. Even though you can penetrate farther into their base, many of the Yellow buildings are out of range of your ships. But as long as you can keep their population down to a small number, and hopefully stable, they are effectively out of the action. Incidentally, if you destroy the Brown dock, you will have cause to regret it later.
In the Bronze Age, you can build four new buildings. Do so. You are in for a rude surprise. The unit that you need most of all is a priest, but you are not permitted to produce priests! If that is intentional, then you should not have been permitted to build a Temple. That was a complete rip-off. At least you have lots of wood to spare. Actually, anyone who is familiar with the Macedonian tech tree (but who is?) knows that they are not permitted to build Temples. In conjunction with their inability to get Wheel, this has to make the Macedonians the weakest of all the civilizations, and basically unplayable under normal conditions. You do get cheap catapults, however.
So while you were thinking that this scenario is quite easy, due to the way that Yellow and Brown just lay down and died, you now have a serious problem on your hands. Your units are outclassed by Pergamum in every category. You have only the most basic catapults, so you cannot take out the Pergamum Towers without exposing your catapults to return fire. Since you can't heal them, you can expect to be losing catapults or whatever engages the enemy Towers, even with best play. And this means that you will need an awful lot of gold to replace your casualties, especially if Pergamum has enough resources to be able to replace their own casualties.
When you have wiped out as much of Brown's base as you can reach with your ships, bring up a couple of catapults and a couple of Cavalry and advance inland and keep pounding away. Be prepared to withdraw into your Transport when Brown responds. Kill the responding units with your warships. Rinse and repeat. Destroy Brown's main base completely.
Now you can explore the rest of the map. You find lots of every resource scattered all over the NW and SW sides of the map. Get some villagers to work on collecting gold, and maybe food and stone. Brown still has a few buildings and units scattered around the map. Send your catapults to hunt them down.
Pergamum occupies the middle 25% of the map. They are completely sealed in. This is a good thing, because you cannot face their army in the open. There is a river running right into their base from the west. You should build a dock and a third fleet over there and invade that way.
Pergamum uses Ballista Towers. These actually have a liability, because it allows you to do the Ballista Dance ... with catapults! ... Sigh ... How did it come to this ???
Try to take out some of Pergamum's Towers. This may have a serendipitous effect. There are a couple of tricks that you should use. Aside from the basic Ballista Dance, if you use more than one unit, then only one unit has to do the dance, while everyone else can stand and shoot. You also might be able to use splash damage effects in your favor, although it usually works against you, because in this situation, it tends to knock down the wall in front of the Tower, and you definitely don't want that.
Pergamum will generally send villagers to repair the damage. It's not clear whether you should kill them or not; it may depend on the tactical situation.
Pergamum will generally send siege weapons or archers to defend their Towers. If this happens, your attack force generally has to retreat. This may benefit you, because most of Pergamum's siege equipment starts clustered around the victory area, and you are quite happy to displace them.
It won't be too long before you conclude that taking out Pergamum's Towers from the outside is just too hard. Produce your third fleet and attack their base that way. You should be up to Triremes by now, with maybe one Catapult Trireme thrown in for good measure. Ships are among the few things that you can repair in this scenario. Ship replacements and repairs (which are cheap replacements) use wood, which is almost inexhaustible. Note, however, that trading at the Brown dock, although it takes a long time, can give you three units of gold for every unit of wood! If you trade for food, you can get a further multiplier of 6.33.
Eventually, the two Towers at the river entrance to Pergamum go down, and you can land a Scout inside their base. This is just a sneak-and-peek, so you won't need any other troops. The unit density in there is actually quite low, so you should be able to explore a large part of the base without attracting any attention. If necessary, lure defenders to your fleet. You shouldn't lose your Scout while doing this, but it is easy to replace. The Government Center is right in the middle of the base.
As was already mentioned, there are a lot of siege weapons standing around the Government Center at the beginning of the game. If you have harassed Pergamum from the outside, then they are likely to have moved away. If they have, then you may be able to win the game cheaply. All you need to do is lure an enemy catapult to your Scout and stand next to the Government Center, and your catapult frenemy will do the rest, although it needs to be understood that your Scout actually has to do the Catapult Dance. Note that damage from friendly fire does not get other enemy units upset at you.
If Pergamum's siege weapons are still in your way, then you need to deal with them using standard procedures. If push comes to shove, you could also produce a massive army and win the game that way.
Addressing the Elephant in the Room
The initial part is as same as mentioned. Establish your base, and pump out as many villagers possible. Bifurcate the work in cutting wood/gathering berries, except 2, one who concentrates on building houses and then a Market,(for farms) other on first a Granary in the South, and 2 watch towers/One watch tower + small walls to protect from Yellow. (Yellow is a comparatively smaller threat than Brown, but they attack first) Pick out the fishing ships, they're for you. Build Barracks + Stable + 2 Docks (upper and lower river) as soon as possible, because you need to rush in Bronze age before Brown becomes a real threat. You have 500 gold, and you need to train 2 Cavalry units. With 120 put in for Metalworking, and War Galley research complete, put in 2 War Galleys, 2 Cavalry and a bunch of villagers (8-9), rush to NW. If you're fast (and lucky), Brown should not have researched Sentry Tower. Good. Obliterate Brown. (they have mostly archers, watch towers and at most short swordsmen, nothing 2 cavalry and 2 War Galleys can't handle). You can then establish your second base there and start sucking Gold. Have as much as 12-14 villagers on mining Gold. Do not forget to switch to home base to fend off Yellow from time to time, as the second dock can pump War Galleys. You don't need trading for gold, so you can destroy the Yellow dock. Build a Siege Workshop + Government Center on Base 1. With enough gold, rush to Iron Age. As you have no priests, brute force is the option. Research Iron defense, and now see your gold reserves.
- If you have quite a lot of gold, (in the range of 4000) research Armored Elephant, and Metallurgy. Train 6-7 Elephants at base 1, and 8-10 at base 2. Break the wall from Base 1 first, and hope half of the Red army moves East. As the first hole is made, break the wall from the second base, and rush to the Government Center. Have them focus on the GC, and hopefully with 10 Armored Elephants (the ones from Base 1 would barely survive. If they do, use them as bait) + Splash Damage from Catapults will surely take them down.
- If not, you are more limited. Research Metallurgy Train some War Elephants + Ballistas at base 2 and park near the wall (away from towers). Break wall from region 1, put in 2-3 Cavalry units and bait all the units to the East. Then rush in through base 2 and damage the GC before all the army realizes their mistake and try to rush back. Have reinforcement cavalry units ready and take out the last remains of the GC (with hopeful splash damage.)