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I don't think you even need to build it. Just capture the main enemy city, and that's it. Although that was a long time ago, so I might be wrong.
New here? I'm Roha — want a quick tour?
I think I'll tell you how I played (difficulty level - "Veteran"): not knowing anything about the map, I immediately set off. 22 wolf cubs joined me. I captured a Dwarven Castle (extra money is always useful). In the underground, Earth Elementals joined me (I replaced the peasants with them) ("Diplomacy" was not upgraded). After exiting, I fought some no-name enemy. It showed me where Duncan was located. I hesitated for a moment, wondering what to do, and then headed straight to the prison. I didn't touch the Castle. I arrived and attacked. I was (figuratively speaking) speechless, my jaw dropped, and my eyes popped out. It had decent defenses. Oh well. I have a Knight-Mage (if you want, I can show you the stats). Blindness + teleport for blocking + resurrection do their job (from 140 mana, only 3 units remained at the end). I set a record for myself - I cleared it on the first try (if it were possible to save the video, I could present it as proof, although I have a save before and after). I explored the map a little with hero units. For fun, I took Duncan with a minimum army to the Undead Bank. I gave the artifact to Frieda. I took two upgrade buildings, which were located between the Castle and the exit from the underground. Then I saw that a strong enemy was attacking my forces. I realized that I needed to deal with him. I replayed it several times. Then I defeated him with a trick. A well-rested hero + a messenger do their job. I gave Frieda 6 simple riders. She had a little of her own army. Somehow, she defeated the enemy. I don't remember what I did next, but Frieda's army had already grown. For fun, I sent Duncan to the place where the prison was located. There were riders guarding 3 chests. At the end of the battle, 3 monks (or 2) remained. Meanwhile, Frieda captured one of the enemy Castles. Then, since I didn't know where to go, I wandered around the map alone, attacking caravans (remember how it was in that story about "robbing caravans"). I figured out where another Castle might be. I went there with a small army and realized that I needed to "reload." I waited a week for everything to arrive. With a few maneuvers, all the troops, down to the last peasant, were with Frieda. I defeated the garrison and took the Castle. I tried to sail on a ship - no luck, I needed to gather an army or I was just too lazy to think. For fun, I defeated the second garrison. I took two more upgrade buildings and got on the ship. 1k peasants, etc. do their job. Part of the map remained unexplored.
Sure, if you get the Astral Gates.