In Call of Dragons you can research technologies in the Research Building. There is a economic tree as well as a military tree. In most kingdom builders it is usually more efficient in the long run to start with economic technologies. Technologies that reduce building time, research time, resource gather time and increase resource production. Early game you will have trouble fighting but you will have a much better foundation if you do this for late game. Short term pain for long term gain.
On the Military tree you want to concentrate on getting technologies the speed up training time. This is also important in early game as well as the technologies that increase hero XP. You will need to grind a lot of darklings at the start and getting the increase to hero XP will help in developing them. Especially because they reset at the start of every new season.