Age of Empires 3 can be very difficult to understand if you're new to the game. The main objective is to conquer the new world by destroying your opponents civilization, this could mean military combat or 5 trade routes on certain maps which then count down a timer until you win the game if you keep the trade routes.
To play AOE3 you have to left click and drag over any units you want to use then right click on what you want to do with them once they are selected, this could mean building, gathering resources or simply just moving them to a new location, the right click can also be used to collect treasures or attack other units or buildings. The idea is to get your settlers on resources (food, wood and coin) which you will need to buy, build, train and upgrade later in the game. The main game rules and very basic stuff if explained in the first campaign, learn to play.
Lastly, there is one more military thing you must know, certain units are better against other units than different unis like Halberdiers are amazing against cavalry, skirmishers are amazing against infantry like halberdiers, artilery are amazing against infantry like skirmishers and cavalry are amazing against artilery, it's a vicious circle.
Good luck on the game and win those campaigns!!!