When you build a market, there is a chance that a rival tribe will ask you to send them a certain amount of wood, stone, gold, and food. When they do, click on "Diplomacy" or press Alt + D and click "Ally" on the name of that tribe. They will become an ally free of charge. However, when you do this you will no longer be able to align yourself with any other tribes. This is helpful if there are four tribes in the game.