If you have no iron in your area, the best strategy is to build as much science as you can on a path to Engineering, build the Great Wall, then get on a path to Education, which includes Civil Service enabling you to temporarily build Pikemen. After that, get on a path to gunpowder to finally protect your civilization. Once you have Musketmen, gift your Pikemen so you don't pay maintenance on them to an allied City-State that is providing you good resources so that a rival civilization doesn't conquer them and have you lose those resources. Once you have Chemistry, build canons and take a city with lots of wonders and one that has iron so you can begin building your maritime technologies and build Frigates.