You don't need to play the prologue (intro campaign), but if you have no experience of this type of game it may help you.

If you want to skip it, and get started on a full campaign, or either a custom or historical battle, then just start the prologue, hit the esc key, and on the scroll that comes up, chose to exit the game. Now when you get to the main menu, you will be able to chose what type of campaign or battle you want.