Thank you for playing!
You can add some of the islands floating in the surroundings. To do so you will have to build a "tug ship". Once its done select the ship, click "Add island", select the island you want to add and then its location. The surrounding islands are updated each turn, hence don't hesitate to wait a few turns to get the island you need. To build a "tug ship" you will first need a "Shipyard".
Note that the island size is limited. That's what the 17/22 next to your island name at the bottom of the screen means: your island is currently of size 17 (number of hex.) and the maximum size is 22. You can increase the maximum (up to 32) in the research tree. Use your armies to loot research points.
In addition, for now, you can only add islands of size 1 or 3 hex. We will add later to the research tree a tech which will allow the player to add bigger islands.
Hope it can help! We plan to add a better tutorial, explaining all these things in details. But for now our priority is replacing all this "armies expedition" by an interactible world map, the tutorial will come later.