The in-game text incorrectly states that you need 50 provinces including Rome to win the prologue campaign, but that can't be true because there are 12 provinces in the whole map (The reason for the mistake is that it was copied from the long imperial campaign victory conditions.). You don't need to continue and win the prologue campaign to start with a Roman faction but if you want to skip the requirement to win the imperial campaign with a Roman faction once to unlock the other factions, you do need to edit either your preferences or a data file as described in the above link. But you're right in that the advisor will tell you very early on that you can simply quit the prologue campaign and start the imperial campaign now that you've learned the basics. and welcome to The ORG That is false, you can win or lose the prologue.
You can edit the game file as described here: Just start a full or short campaign, which starts in 270BCE, with any playable faction. IIRC, the Prologue is for practice and there is no win or loss
