When you first choose your land for ruling in Empire Mode, it'll ask you what people you
want to rule and what generals and lieutenants that you want to help you rule it with.
When you choose one of your generals, pick a strategist like Zhuge Liang, Sima Yi, or
whoever-is-the-strategist for Wu. When you play your game (I chose "A Gathering of
Heroes") it'll automatically make your strategist give you suggestions throughout the
game.

Hope that helped!