As others have said, keep going west in a boat after turn 160. You wont be able to build boats for the ocean crossing (you wont have the building available b4) until after *the world is round* event in that turn.
The new world is directly west of Ireland, the landmass is southern but the only way in is the north.
Theres no right or wrong way to go about it, but Id suggest capturing Misskukee
or the Carribean which are the 2 rebel settlements next to Mexico so that you can refit your army as they attack the Aztec. Or if you are wealthy and powerful perhaps you can afford to send unit multiple stacks in the first crossing. Theres also Fortaleza (brazil) which is a rebel settlement its south of the Mexico landmass, its kinda far off from anything but I like to take it all the same, plus only need 6 town militia or so to take out the rebel garrison there.
All Aztec cities and Fortaleza are EXTREMELY rich once developed due to the massive amounts of trade goods and their distance from your capital. Also if you happen to be a faction such as Portugal or Spain you can train Conquistadors from the new world cities after. You dont have to have a huge city for them either just regular city will do.
As for the armies Id suggest taking anything that the Aztec do not have be that guns cavalry or missle cav. Ive had the most success with the guns... but Im sure any combo will work .. alot of INF is NOT the way Id go about it tho since the Aztec have very good INF to begin with. My suggestion would be to take 2 stacks of good troops (your attacking army) across the ocean and 1 stack of militia for garrisons.
Enjoy the New World chocolates!!! mmmmmmmmmmmmm
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