Check out this explanation of MICs: https://forums.totalwar.org/vb/showthread.php?t=73928

As you can see, better quality troops generally require higher level MICs, and these take time to build. And better quality troops cost more to raise and upkeep, so generally speaking you'll need a more developed economy to support them.

You might find the first 30 or 40 years consists of all factions running around trying to capture as many rebel settlements as possible, before slugging it out with each other. Do that too.

Many factions have reforms that take some time to achieve (see https://forums.totalwar.org/vb/showthread.php?t=84854). By "roman legions" I'll presume you mean Marian legions. To get these you'll need to go through 2 sets of reforms, each with its own specific conditions.

Other factions will also take some time to get their reformed troops, so it can be a while before you see all of the elites that you might be expecting.

And don't forget to activate the background script!