Each building has a level. Each level gives a benefit as to what that buildings purpose is. For example, a Arms Plant will need a certain level to be able to produce certain troops. In turn, the Research Center will need a certain level to be able to research a special military research which is also needed to produce troops in the Arms Plant.

Here the missions will guide you some but you should also look ahead.  You will need a military institute, staff headquarters, research center, arms plant, general headquarters, radar station, and trade center.  The light plant, heavy plant, and airport can be added later.  Once you have your arms plant built, look at the units available in the future and look to see what is required to build them (which tech level, etc).  Pay particular attention to the Self Propelled Guns (SPG).  This would be a good first long-term goal.

City Hall As I mentioned before, the City Hall is basically responsible for the features listed in it, well as each upgrade/level raised, you gain 3 empty field in the Production Section.

The sooner you can improve your City Hall to level 4 the better.  It will give you more resource fields to develop, but more importantly will allow you to improve your walls to level3, which will enable you to add howitzers to your wall defenses (when you have achieved the appropriate technology levels). 

Civilian Houses Civilian Houses increase the cap of population in city. Enough population ensures operating rate of production and the citizens can be trained to soldiers.

Warehouse protects resources from being totally plundered. Higher level of warehouse protects more resources.

Arms Plant Army force is trained in Arms Plant. Higher level of Arms Plant brings more slots in the queue of troop training.

 Staff Headquarters Officers work in Staff Headquarters. Higher level of Staff Headquarters can hold more officers.

 When you have your Staff Headquarters built, hire the best politics officer you can and make them your mayor.  Presto, you have just boosted the production of all of your resource fields.

Military Institute he military institute is where most of your leaders will come from.  In the beginning, you will probably not have much choice.  If the officer offered is more than 60 politics take them.  If the officer offered is less than 60 politics, then you will have to guess whether the next officer, when you have refreshed the list, will be better or worse.

 A good rule of thumb is to try and keep your Staff Headquarters at least one level higher than the number of officers you have.  That way if you capture or come across a good officer, you will have room to take them and make adjustments to your staff.

General Headquarters issues the order to dispatch troops. Higher level of General Headquarters allows more troops being dispatched and increases the manpower cap of troops.

Light Plant is the prerequisite to manufacture light armaments.

Heavy Plant is the prerequisite to manufacture heavy armaments.

Trade Center is the place to buy and sell resources from players. Higher level of Trade Center allows more Merchant Caravans and increases the cap of trade amount.

Research Center The Research Center is where you will improve your technology to produce more resources and gain new military technology to build higher level units.  Try to always have something researching here.

Communications Center Higher level of Communications Center can hold more troops.Friend troops station in Communications Center

Airport is the prerequisite to manufacture aircrafts.

Radar Station monitors the developments of enemies.

The radar station will not be critical until you finish Rookie Protection.  At that point, it should be at least level 3.  At level 3 you will know when the attacker is coming and whether they are trying to Plunder or Seize you.  The importance of the distinction will be dealt with later.   If you can upgrade your radar station to level9, then you will also know exactly what forces the attacker is sending at you (and whether you can beat him or need to evade him).

Transportation Station increases the march speed of troops sent from the city.

Navigation Asssiation is the Prequesite to manufacture navy forces.It is can be built coastal cities only.