Although there will eventually be a large number of diplomatic options, at the beginning of the game your actual options are limited.
Use the face button at the top left of the screen to turn diplomacy over to your computer advisor. You can use this function to see what the computer would do, then restore personal control and make any changes you wish.
As a first step, use the information “I” icon to look at the various Neutral States in the Old World. You are looking for information about what resources these countries export, as well as the levels of friendliness each one feels towards your country and the other Great Powers. At the beginning of the game these diplomatic relationships are always fairly even. For help using the information panel click on the help topic “Obtaining information”.
Once you have information about these Neutral States consider establishing a trade consulate in one or more of them. Choose Neutral States that export products you may need. Trade consulates are considered a diplomatic overture, and are established using the Overtures panel. For help using the Overtures panel click on the help topic “Diplomatic Overtures”.
Once a new trade consulate is established in a neutral state, each completed trade deal between your Empire and this country causes an improvement of your diplomatic relationship. Eventually, their leaders could decide to join your Empire peacefully. Consulates also allow you to set trade polices to encourage more trade.