In the map view, you can find other player's cities to invade an conquer. You can also attempt to conquer Wilderness, although the troops there are computer controlled.
Scouting
Probably the most important thing to do first is to send a scouting party to the area you want to conquer. This will give you an idea of the troops stationed in the city or region.
Troops
Once you know what you're up against, you'll need to assemble an army of the appropriate troops. Each troop movement must be lead by a knight. You will want to exceed the amount of troops that your scout reports is there, or that you think is there. In addition, you'll want to take Supply troops with you to carry back any loot.