Navy is a curious element of Cossacks 3, whose role largely depends on the map. On predominantly land-based maps, shipyards are useless. On maps with plenty of the deep blue, though...
- Water acts as a natural deterrent to expansion, both yours and the enemy's. To pass, you need to locate crossings or build a ferry, which requires a good escort from allied ships to survive long enough until landing (what, you think naval landings were only invented in World War II?). As a natural barrier, it greatly helps expanding early on, allowing one to do it in peace.
- To expand on water, you need a shipyard. However, before you decide to build that vast fleet you always wanted, start small. Boats don't require upkeep and only cost wood, but provide essential food. They don't need management and automatically seek out fish, but can be vulnerable to raids.
- To build warships, make sure you have plenty of gold, coal, iron, and wood first. In the short term due to the bill you'll be expected to foot when you order construction, in the long term due to maintenance costs. That pretty Ship Of The Line is not going to be more than a giant floating matchbox if you run out of coal or iron. Wait, it will make a snappy practice target for the enemy.