The easiest way is to focus your intentions on one govener like say focus doing all the quests for the govener of Port Royal and then you can (once abtained the liciense) do the general govenre quests which are the questline missions you need to do to advance through the game unlocking the ability to capture towns.
Or you can do it the quicker way to obtaining the liciense and thats to buy the provateers liciense from the guy at the pirate camp and then go straight to the general govener of the nation you bourght the liciense for and do the questline missions, this is the way i have done it and i'm on the 2nd quest for the English, i'm having lots of fun looting towns at the moment though only taking what i need to upgrade my ships, i can't remember what my ship is but its a class 1 war ship with 112 32 pounder guns (haven't upgraded the guns yet) the cargo hold is now 8400 or there abouts after upgrading it, the speed is up from 12. something to 14. something knots, i haven't upgraded anything else only the speed and cargo hold which was expensive enough.
I do have a question about the effects of capturing cities, in Port Royal 2 the game when you captured cities you reduced the amount of military ships that nation had available to them is this the same here in COAS? i feel it should be some what similar to that since the truth is without the income generated from the towns lost they would slowly loose the ability to fund so many fleets, so to make it realistic i think taking towns should effect the way that nation works, in Port Royal 2, the nations would start to place military ships to protect the merchant ships i know this already happens in COAS but not the kind of ships you would expect to see, like Corvettes and other fast agile but strong ships. I mainly see ships like Sloops (alot), Constitution (sometimes), Brigs (alot) i an't think of the other commun ships i see protecting merchants, i try to aviod attacking them now because they are too easy to take out with my own Constitution hence the reason i'm sailing a slower and much larger ship which i use for trading and looting towns not so much naval combat, i don't like big ships for such battles they are too slow and clumbsy in my opinion, give me the Constitution and i will hunt down all the enemy ships i can find all day but no way would i use a ship of the line, a battleship or any other large ship like that.
Anyway i'm going way off topic here, so to reastablish my question and get back on topic, when capturing towns does it have any adverse effect on the nation the town use to belong to such as reduced military ships/fleets been seen etc?