Your new military unit is stationed at your capital city. You have completed Episode 13.  

Your new military unit will come up in the unit cycle after the civilians. The best thing to do with it at this point is give it orders to defend the capital (click the right-most unit order button on the toolbar).

This first unit is merely the beginning of your military buildup. (Even pacifist nations must have strong defense forces.) The next episode covers the uses of naval and military forces to expand your Empire .