To buy land from a Tribe, you must first buy an embassy. But you cannot buy an Embassy until you purchase a trade consulate. These two purchases cannot  be made on the same turn.  To buy a trade consulate or an embassy click on the appropriate large scroll and then on the Tribe on the diplomacy map.

If the Tribe you have chosen is not on the map it means you have not discovered the tribal capital. To conduct any form of diplomacy you must uncover the tile containing the capital of the Tribe. You can do this using ships and explorers units in the New World.