To found or conquer a new village you need a free expansion slot. To check whether your village still has an open slot you just need to go to your Residence, Palace or Command Centre and open the "Expansion" tab.
Every village has an exactly defined number of available expansion slots: 2 in a Residence and 3 in a Palace or Command Center is built. These slots belong to the village itself.
What does this mean for you?
In case you conquer a village, it can be that the former owner already founded one, two or three village(s) from it.
Player Nephthys (marked in red) conquered a village of player gaulois47 (marked in green) in the example shown below:
As you can see, there is already 1 expansion slot used by player gaulois47.
If this happens to you, then you will only be able to found as many villages as you have open expansion slots. So if he found one village already (as in the example shown above) then you can only found or conquer one additional village with a Residence level 20, and you can only found or conquer two more villages with a Palace level 15/20.
To free up the used expansion slot you would need to demolish the village, capture the village yourself from another village or for the player to delete.