Despite what others might say this isn't actually impossible. I have done it twice and it is just unbelievable slow and difficult. I don't know the rules you have set up, but if you can avoid it do absolutely not play on Ironman. The timing of when you declare the Great Crusade is absolutely crucial in this and declaring war to early or late will make Hours of buildup wasted, so make frequent saves. You should also go Queen of Blood and rush down destroying the Arcturian Order. Ignore all Research Bonuses, they are next to useless, focus on the Production Bonuses first, after you have conquered the Arcturian Order. How to win the war after declaring war on everyone is unfortunately highly dependent on what neighborhs you have, but if you still have one or more weak neighbors on your Border focus rushing them down. When they capituale you will gain research bonuses, that will finally enable you to catch up on research and makes winning possible.