Tapping the Empire button in the main menu takes the Leader directly to the last Settlement they visited; in this case, it's their Capital City
Empire refers to both the civilization managed by the Leader as well as the application on the main menu that allows the Leader to manage their civilization. An Empire includes all the territory owned by the Leader (their Settlements, their Resources, any Units they've recruited, and all owned NFTs. Whenever a Leader interacts with another Leader, this is done through the various parts of their Empire.
Tapping "Empire" in the main menu brings the Leader to the Empire map, where they may navigate between their Capital City and any other Towns that are contained within their Empire. At each Settlement, the Leader can Harvest Resources and manage the various Buildings found within. It is also where Units can be recruited at the local Barracks or else transferred between Settlements.