The final confrontation of the Age of Empires 3 series is a sticky one.
In the first part of this mission you should build a keep and work on building up an army. In the beginning it will be a lot of sepoys and a lot of melee units. Very quickly you will need to get up elephants to defend against these pushes.
To the west of your base will be a constant attack of enemies. After every single attack from the north there will be a small attack to the west.
You will want to expand your base to the west. Use wood imports to power up your economy and have your harvesters get food and gold to afford an army.
Once you survive the waves you can plan to move on the enemy.
The enemy will have saltpeter supplies to the west. Destroying these cuts down the enemy’s ability to create their own sepoys. The enemy also has trade routes to the north which will cut off resources and cut out their ability to make units.
Once you break in (from the back) you can capture the enemy’s back two cannons. These can be used to destroy the enemy’s main base and win the game. All you have to do from here is just protect these guns while they take out the main base.