Illusion of victory.

In other words, only the author understands the game mechanics.

If you scroll through the thread, you can come to the conclusion that the mechanics are understood by almost everyone except you.

There is no Castle.

This is the map's design. You will be able to obtain a Castle during the game, but the main Walkthrough will be without it. You will have to learn how to manage your troops effectively.

As I understand it, Blue and Yellow are allied with me, so they are unusable?

Allied with you are the Renegade troops, around the city where the game begins. Helping to defend this city is your key task. The rebel troops are your enemies. Their cities must be destroyed.

I tried to capture a gold mine, and a whole army joined me.

Loyal allied units will also join you. Their help may be useful if you lose all your demon army and it will take a long time to call for reinforcements.

There are no clear descriptions in the quests.

Everything is quite obvious if you read all the descriptions carefully. After capturing the monastery, your top priority is to destroy all the rebel cities and find a way to break through the bridge to the second half of the map.

Should I capture the mines of Yellow and Blue, because I need money and resources somewhere to summon troops?

You can capture the rebel mines; this will help you accumulate resources to summon demon troops. There is also a secondary quest associated with them. You cannot capture the mines of your allies.

Otherwise, I feel like a terrible psychic.

It is very unfortunate that the Walkthrough caused you such inconvenience.