Yep - you have to annex Numidia. You also have to do it before any other faction can achieve their short campaign victory conditions. When I play as the Scipii in the short campaign mode, I often struggle to do this.
On the subject of rebellions and armed revolts, these only happen if the provinces' happiness, viewable by double clicking on the settlement in questions, drops below 60%. Normally you will get a bit of rioting for one - two turns, followed by the province seceding from your empire. If the happiness is raised above 60% before it can secede though, then the province will not get to the stage where it leaves your empire as the rioting is quelled.
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