When you build a market, there is a chance that a rival
tribe will ask you to send them a certain amount of wood, stone, gold, and food.
When they do, click on "Diplomacy" or press [Alt] + D and click
"Ally" on the name of that tribe. They will become an ally free of
charge. However, when you do this you will no longer be able to align yourself
with any other tribes. This is helpful if there are four tribes in the game.