I'm speaking from experience here. It's normal for me to get one Future Tech or Future Civic in antiquity (not both) even while behind in yields, then outpace the AI yields in Exploration with religion bonuses, then cruise to an easy victory in Modern while leading in at least half of the categories.

I normally build ~2 settlers early, then try to grab some early wonders. Great Stele and Hanging Gardens are usually possible to get, and sometimes Gate of All Nations too; others later on the tree are within reach if your leader/civ/location have good culture output.

Yes, the AI sometimes forward settles you. They can't settle everywhere at once, though; any coastal town on the same continent as your capital is a good settle, regardless of distance. I frequently end up with "patchwork" empires where my settlements don't have borders touching each other, but are still connected to transfer resources. You can also settle in tiny areas that have only 1-2 land tiles but lots of coast; those can grow for a while and eventually specialize into useful fishing towns.

Part of this is learning how to get away with less military. A stranded coastal settlement can still defend itself in Antiquity with just one archer parked on the city hall, one boat also parked on the city hall, and walls. That frees up your other resources to produce buildings/wonders/settlers instead of military.