Subsequent buildings to be built will largely depend on which lands we've captured and where they are located.
Before you attack the enemy, I suggest also generating a surplus of food in empire - if the conquered province is starving, it won't be a big problem for entire country. In early game turns it will be needed to have more advanced troops than your opponent, so you can quickly conquer surrounding lands. This will allow you to temporarily gain military advance over your neighbors. Italy for Rome or Gartaginensis and Africa for Carthage).
Your first goal should be building military buildings in the central province (it is the one, from which your troops can easily get to any corner of your empire - e.g. However, the game start can be made somehow easier. Since each faction starts the game in the different position and with various number or start provinces, it is not possible to make one 'recipe' for expanding the country.
The second thing is to generate surplus in population - with maximum expansion of all regions you can give up this option and move the entire production to industrial or agricultural.
The most important is to keep particular law and order and make sure that you have enough food in the province. As you can see there are plenty of possibilities.