If you are able to complete the wonder, another message is sent out to everyone declaring that your civilization will win the game if the wonder stands for 2000 years. A countdown clock is displayed in the upper right corner of the game screen to show how much time is left for each player's wonder. To ensure that this monument to your civilization's greatness remains intact long enough to win the game, you'll need to choose a secure location. Remember that catapults can fire volleys great distances and trireme catapults can attack inland targets from the water, so use the natural defenses afforded by the surrounding landscape to your advantage. Make sure you have a steady flow of resources available for a defensive buildup and a lot free civilians to build the wonder and your defenses faster.
Architecture is a key research item when building a wonder because it decreases the build time.
Make sure you have enough civilians to build your wonder quickly. If you are in a multi-player team game, coordinate your decision to build a wonder with your teammates so that they can move units over to defend your civilians. It's usually always a good idea to destroy an enemy wonder as soon as the first notification goes out and if you are playing on one of the larger map sizes, it's imperative to launch your major assault with at least 1500 years left in the game. If you are defending a wonder, use a lot of towers and walls to create passive defenses. It's almost always a good idea to completely wall yourself in when protecting a wonder, but you may want to place a few buildings outside of your walls for foraging and offensive actions against enemy capitols.