I will go in depth with this, from where to send your citizens up until you begin to facilitate a boom.
Hotkeys: H, Shift+C, Shift+C, right-click on tree
This makes 10 citizens from your Capitol and rallies them to wood.
Hotkeys: Tab, Hold Shift, Tab, Tab, Tab, Tab, Tab
Selects 6 of your starting citizens. Send them to a gold mine.
Repeat 2 more times, sending one group to a second gold mine and the third group to your forage patch.
Imperial Cuirassiers to start:
Hotkeys: Tab, S, click to place stable, Repeat
Selects your last 2 citizens, then tells them each to build one stable. Also, you might consider putting extra citizens on the stables for a faster rush. You can pull them from your Capitol's wood rally or from your foragers (don't forget to put them on forage though)
Dragoons to start:
Hotkeys: Tab, Shift+Tab, S, Hold Shift, click twice to place 2 stables
Selects your last 2 citizens, then tells them to build one stable, then a second one (in queue).
The differences of the last two parts aren't extremely critical, but they are the most efficient way for their respective strategies.
You should put your stables in a control group by selecting them and pressing CTRL+#. Whichever number you use, 1 through 0, is up to you. 1-5 allows for the quickest access, however I prefer to put my armies there, so I use 0.
While your citizens are building stables, go back and tell your gatherer citizens to make settlements. You should be quick enough to do everything above before your citizens have 15/15 of resources and start running back to your Capitol (bad, inefficient).
Select one at each and press N (Settlement) and then place it next to the mine, touching it. Then, tell that citizen to go back to gathering as soon as it is placed. Once citizens at a mine have 15/15 of resources, they will automatically build the settlement together, deposit, then go back to mining.
You should have 0 wood remaining from 3 settlements and 2 stables. If you have a double (gold & gold, gold & food), then you get 100 wood for later
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If you're doing Dragoons, one of your stables should be done. Select it and make a Dragoon, since that's all you can do with 100 gold. Once the second stable is finished, send your 2 builder citizens to wood temporarily. Your settlements should be built and more gold deposited, so now you can start making 2 Dragoons at a time from your 2 stables.
For Cuirassiers, your stables will have finished at the same time, and you can then build 2 Cuirassiers at a time. Immediately upgrade armor on them and continue to make more once gold is deposited.
What you do from here is situational. Obviously you're going to want to boom, but walling or making towers might be a good idea. Houses may also be important. Citizens to build these should be pulled from your wood choppers (deposit what they have gathered first before running off with them).
If you want quick houses, leave your citizens on wood for awhile to get what you need. To jump-start a boom, send 4-6 citizens to nearby hunt, or lore in hippos to your Capitol if you don't have any. This will allow you to continuously make cavalry AND citizens (which should still be rallied to wood).
When you start getting wood, you can add a granary and ~4 farms and then a third stable. If you decide to overhunt (~12 citizens on hunt) you can just go straight to an additional stable if you feel this will help you defeat your opponent more quickly. This is not stable, because when your hunt runs out you'll end up being short on food and without much wood to build farms.
When the time comes that you need more gold or you need a TC to fuel a boom, populate one of your gold settlements. DO NOT populate forage, because you receive no gathering bonus from hunt or forage patches.
You should be doing all of this while maintaining unit production, upgrading your cavalry, and attacking/fending off your opponent. For 3v3 or 4v4 team games, typically the pocket goes cavalry and you should be helping your wing(s) who made Grenadiers.