If your troops just return home...you didn't conquer it. You just won the fight. To conquer it you have to attack it repeatedly until the loyalty reaches zero. Then, if you have an open city slot....you will get the city.
It takes awhile if you're new to attacking. You can conquer NPC a lot more easily than other player's cities. Other players can do several things to keep their loyalty from reaching zero, but NPCs just regenerate loyalty at a set rate over time.



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