Now for one of the tougher campaigns: Europe.
Starting Advice: Napoleon loves artillery, and so should you. Artillery, set up in good positions will win this game time and time again. Now, it needs support by infantry and cavalry, but artillery is powerful when used well. Canister shot is a great defensive measure, and you should keep an eye on your guns. If the enemy has guns, then move your cavalry around the flanks to take out their artillery. Killing the enemy guns is worth your horsemen, sacrifice them if you must. Once you have gun superiority, you will win the map. Remember, infantry in buildings will be killed if you destroy the building.
When fighting cavalry with infantry, the square formation is your friend. Some sides (Prussians) love cavalry formations....they love them so much you'd think they were playing Rome Total War. Putting your infantry in squares will help break up the charges and massacre the enemy forces. Square formation is a vital tactic in the fight against Prussia, so use forces that can utilize the formation and research it early.
Remember, good terrain is worth several units. Place artillery on high, defensible positions. Utilize river crossings and bridges on the campaign maps. Make the enemy come to you during sieges. It is always worth letting the enemy attack a defended position, rather than attacking a defended position yourself.
Setting up for success: You get a mission from the start to take Vienna and dismantle the Austrian threat. It might seem like a good idea to go for it immediately, but you have an Empire to consider first. Take a moment and build up a solid base to operate from. First, establish a college in Liege and a University in Orleans (be sure to staff them with gentlemen). Economics is very important, so build up mines and roads throughout the empire. Farms are also a good investment. Build up naval vessels for trade, conduct diplomacy to get trade routes and any allies possible, and improve your position over the first few turns.
Austria: You start with three armies in the north, the largest of which is Napoleon's. You should move one to Paris, for defense and to buff it up with new units as they become available. The other two should be sent towards Austria. Its in your best interest to allow Austria to take Munich, so you can retake it and add it to the empire. It is always a good idea to let your smaller allies be eaten, as it damages the enemy armies, and you can absorb the provinces they formerly had, boosting your production, economics, and overall power. Send a spy to Vienna to see what the defensive situation is there, and use any information you gain to your advantage.
Once Munich is safely in French hands, send Napoleon to Innsbruck. Use your second army to defend Munich. You should bring up your southern army to support Napoleon's advances. You should continue East, taking what you can from your enemies. Russia will begin to resist you, and the War in Europe is going to get hotter. You should capture Prague before taking Vienna, as it is a valuable reinforce and rebuilding point for your armies. Siege Vienna, and let the Austrians counterattack. Wear them down and take the city, spelling the end for Austria.
Prussia: The Prussians will eventually attack Hannover, so you should try to defend it as best you can. They like cavalry, so infantry in square formation is a good counter. You should send the army you kept near Paris, which should be strong now, after the Prussians in Cleves. Once Cleves is secured, Hannover is no longer an exposed position, but the end of a supply line from Paris. Move your army up and attack Prussia properly. (also build an army in Paris to defend against the inevitable British landings, and secure any ports you have in that part of the world). After leaving a decent force in Vienna to prevent uprisings, send your experienced troops up to attack Berlin and put the Prussians in a world of hurt.
Counterintelligence: The AI likes to try to assassinate leaders, especially Napoleon. Napoleon is immortal at this point, and can only be wounded and sent to Paris to recover. This removes him from the front, and his excellent leadership and bonuses. You should find a spot to build a spy-producing building, like Regensburg in Bavaria, and keep a spy with Napoleon at all times to reduce his risk. Having a secondary general in the army could help too, but the spy is usually enough. (Note: don't waste time assassinating the enemy leaders, they are just as immortal as Napoleon. It can be useful to remove them from the field and back to their capital, but they will be back soon enough).
More Austria: The Austrians hunger for war, so you should give it to them. Send your Napoleonic army to take Budapest and Zagreb. Then swing down to take Olmutz, where Austria is strongest, and Klausenburg to finish the Austrians for good. You may want to take the time to conquer Dresden and Kassel, minors that can help shore up your defenses. Always look for the opportunity to add allied minors to your empire by letting the enemy capture their cities, before you "liberate" them. With Austria gone, you have to worry about Russia. Defend the front as best you can, and focus on eliminating the Prussians.
Finishing Prussia: Prussia is an easy enemy at this point. Cycle up your best troops, and start taking their cities. Stettin is a good starting point, and just wrap them up as you go east, heading for Russia. Breaking their back is quite easy, and you should focus more on setting up for a good attack against the Russians than worry about Prussia's resistance. They will break easy and let you focus on more important things.
Russia: With Austria and Prussia defeated, you only need Moscow to finish your dreams of world conquest. A bitter winter and thousands of russian troops are all that stand in your way. The actual waging of this war is just one of attrition, be sure its their soldiers dying and not yours. Divide your mighty armies into two stacks, one led by Napoleon and another led by a good general. Use your best troops, and have more forces ready to reinforce should anything go wrong. Time your movements so that in winter you are safely in a city, and in summer you are marching to the next one. The only real worry is the road to Moscow, where Russian forces will wait to attack you before you can siege the city. Keep your attrition down and the victory is an easy one.
Other Concerns: The Ottomans and the British are minor worries. The Ottomans can be kept peaceful for a small fee of technologies or gold, and the British are only powerful at sea (and dropping the occasional army around Paris, which is why you have that army built up there throughout the game). Nothing should stop you on your way to victory.