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Dynamills (the second building) are used for generating Powers. Make sure you always have 1 or more Powers and make sure that buildings are manned by Folks. You can man buildings by appointing Folks to them (via the dialogue window).

OK! It's clearer for me now. I thought mills were for food (as Age of Empires ^^)

Also I thought the help tooltip was for pointing something on the map so I was kind of stuck...