Build two Fortresses near the french Territories (Alsace and Picardy) and a bunch of Outposts. Instead, move all your army to Luxembourg, on the western border. Once Denmark is yours, you should avoid conquering the Territory.
If you feel like it, you can even invade Zealand to get rid of the Danish for good. You should have no problem kicking Denmark out of Schleswig and Jutland. There are two Danish Fortresses in Schleswig, focus on them with your Bombard Cannons (or Siege Guns if you've reached Epoch X) while the rest of your army takes down the Danish infantry. Gather everything you have, and go straight North. If you have kept producing more units, you should have more than enough troops to take Denmark down now.
You can defeat France in less than one minute if Napoleon III hangs around Luxembourg Italy is probably the first useful ally you get since Deception. Go into the diplomacy tab and offer Venitia to Italy and tadam! you get a new ally. Austria will immediatly surrender and offer you Venitia. When that is done, destroy the City Center in Vienna. You are going to offer this territory to Italy, and if there are still Austrian buildings left, it is likely the Italian AI will not be able to use it correctly. Secondly, burn down all buildings in Venetia. Firstly, you can take Bohemia for yourself: build a City Center and a Fortress there, and tadam, you get one more Territory. Your objective is to destroy Vienna's City Center to force Austria to surrender, but there are a few things you should do before. It is lightly protected and should fall quite fast. Gather all units you have left and move into Bohemia. Once you have successfully protected your lands, it's time to go on the offensive. With the help of your Fortresses, you should be able to destroy all their armies, even though you might end up badly injured too. Austria will usually make two attacks: one on Brandebourg and one on Silesia (through the pass). Denmark will always attack Brandenburg from the Northwest. The best way to get rid of said armies is to stay on the defensive and wipe them out. They both have pretty big armies and technologically superior ones. You have about ten minutes to do all this before Denmark and Austria discover your plan and turn hostile. Gather your biggest army in Brandenbourg, near the border with Hannover, and the smallest one near the pass in Silesia.
These are the locations where you will be attacked soon. If you have spare resources and Citizens, build one or two Fortresses in the mountain pass between Silesia and Bohemia. Order a few Citizens to build one Fortress up North (near the border with Hannover) and one down South (near the border with Bavaria and Bohemia). Move all your units standing in Prussia, Westphalia and Luxembourg to Brandenbourg. The routine should be well established by now: once your economy is working, start producing units. Note that you have two Whaling Ships: they gather Food at a very good rate, but they will probably sink soon. You will need a lot of Gold and possibly Wood, if possible, have one dozen of Citizens on each of these resources (you will need two Gold nods). Once Technology is taken care of, make sure you have enough Citizens gathering resources. It is advised to research all available Technologies before reaching Epoch X, but it is ultimately up to you and to the resources you have. The first Technology you should research is rationalism, so you can put one more Citizen/Priest in each building. Hire Priests and Citizens to garrison them inside the buildings. You start with three temples (in Silesia, Brandenburg and Prussia) and two Universities (in Brandenburg and Prussia). Your very first aim in this scenario is to catch-up on the technology departement.