There are a couple guides around, but here are some general pieces of advice:
1) Expand your empire! Bigger empires are stonger empires, and can support superior economies, larger fleets, and higher technology levels. The faster you can grow your empire in the early-game, the better.
2) Quickly unlock some better military units at the start of the game, since the ones you begin with can be hammered by some of the mid-level units. The Kanrak Assailant for Vasari and the Javelis LRM, and Illuminator Vessel for Advent are probably your most reliable choices.
3) Build a big, nasty fleet. This will help you expand your empire, defend it, and ultimately defeat the enemy. Technology and specialized capital ships are nice, but most of the time increasing your frigate power is the best way to crush an enemy.
4) Tax and extractor income are the best way to fuel your economy early on. Phasing in trade ports is a great way to increase that income further. Trade ports are expensive and vulnerable, so ensure you already have the fleet to defend them before you invest in them. Try to build them along a string of planets to establish a trade route and increase their income.
Any particular questions you have?
I mean the Novalith and the cannons from the other races
Generally avoid these; most of the time you'll find it easier to pour money into your conventional fleet and win that way. That's not to say there isn't a time or place for these weapons, but they're somewhat overpriced for what they do (though one Vasari Kostura is well worthwhile). They're mostly used in team games where one player is going pure economy and doesn't want to increase upkeep levels.