I've found this in the readme:
3. Fast start.
3.1. First steps
1) Select all peasants and build a mill
2) Select all peasants and build a house
3) Select all peasants and build a fortress
4) As soon as the wheat ripens (the cursor turns into a scythe over the fields), send your peasants to gather wheat
5) After you see the increase of the food output, select a house and train more peasants
6) Select the peasants and build a warehouse
7) Select peasants and click on the forest to start gathering wood
8) As soon as you have 800 food, make an improvement in the mill
9) Train 5 more peasants, build a gold mine
10) Train 5 more peasants, build a coal mine
11) Train 5 more peasants, build an iron mine
3.2. First troops
1) Train military units in the fortress by clicking on the corresponding button
4.3. Increasing the output of the mines
1) Select a mine
2) Click on the improvement button. You can do total of 7 improvements
3) Add new peasants to the work in the mine
4) Do that with every mine you have
4.4. Evolving science
1) Build an academy to make improvements
2) Click on the icon of improvement you want to make
4.5. Upgrading an army
1) Under the icon of every unit in the fortress, you will see the attack and defense upgrade buttons. Make them to significantly improve the parameters of the corresponding type of troops.
There is a useful tutorial in Back to War. You can find it in the campaigns of the game.
You can set the speed of the game slower in the options.
There are some useful keys.
(
http://cossacks.heavengames.com/faq/hotkeys.shtml)
(
http://cossacksworld.ucoz.co.uk/index/0-87)
These may not work in European Wars
Shift + Left mouse button = order 5 units
Ctrl + Left mouse button = order endless number of units (reorders automatically 1 unit)