In order to gain more power or improve your base, there are multiple roads that you can take to do so.
Each district can be upgraded separately by constructing any of the listed Improvements for it. While building Improvements districts can also level up your district and thus unlocking new more powerful content.
Another way to gain better effects is to perform Researches from the Scientific District. Each research has it's own benefit that can either improve your base or the actions you do outside of it.
Your general can also bring a lot of benefits on the table. Using the experience he or she will gain when fighting encounters, you can chose Skills that the General will master and improve. Don't forget also to equip the best items for your general to utilize his or hers maximum potential.