Nah, Prologue you can do all you want - but the Imperial campaign is external to it. You've most likely finished all that's needed to begin an Imperial Campaign, see if the option is open to you. I did the same thing when i began playing it long ago. I Conquered all of the Northern Italian penninsula before realizing I was still in the Prologue and that it would just continue until I exited it and began a true Imperial campaign.

Oh and welcome to the ORg.