The 3rd City in Glory of Rome requires a player to be level 10, control a plain and be in possession of a 'Third City Deed.'
A 'Third City Deed' can be obtained either through the shop, or by finding 10 Augustus' Marks, 5 Tiberius' Marks and 2 Caligula's Marks from attacking Wilds of level 2 to 10. Wilds of higher levels reportedly yield more/better marks.
For the 10 Augustus Marks - hit wilds level 1 - 4.
This mark was found in a level 2 camp, so don't discount the camps for locating items needed for your city.
For the 5 Tiberius Marks - hit wilds level 4 - 6
For the Caligula Marks - Any level seems to do it but best luck at 6 - 10.
Hint: You can get any Types of Marks from a Lvl 4 Wild. Its done in 2-3 days (to get the 15 Marks for City 3). If you get a Mark from a wild, try it again! Often you get another Mark from the same Wild.
After Unlocking the third city you will have quick build enabled for anything under 5 gold, so be sure to get all of your buildings quick built and ship as much resources to the city to get your 3rd city of the ground!