Why am I not able to win the Orania Map ?

[Endoperez]

Dominions is important, but dominion 10 is probably a bit over the top. With an Oracle, you can afford it, though. If you choose to go with good dominion, you'd better invest on good scales as well. Ulm doesn't need as much money as the other nations, so I take Luck with them. The math-guys (and gal) will tell you it isn't feasible, but I like the random element. You should also max Production. Remember to take Drain 3 - your pretender is affected, but your Master Smiths can research just as well even with the drain.

Your armies sounded fairly good. However, I wouldn't use Sappers that much - they cost twice the amount of normal archers. They do have mapmove 2, which allows you to use them with your Black Knights, but I don't use them in my normal armies. I recruit indep shortbowmen for that. They can't harm your own units at all, so friendly fire is much less of an issue as long as any crossbowmen you might have aren't ordered to Fire Closest.

Breaking sieges can be hard. Did you send lone commanders in first, to see the defending force? Knowledge is power.
Why did you lose? Powerful magics? Ulm does have access to some quite powerful spells, use them. Conjuration 3 for Earth Power, and your Smiths are Earth 3. Constr 4 and Earth Boots, and they all are Earth 4. Blade Wind and Magma Eruption are the two that have the most delightfully devastating effects.

As for forts - choose something with high Admin value. That gives you more resources. The one named 'Castle' is pretty good, but 'Fortress' also works if you're short on points.

If you go with Sandman's suggestion of a rainbow pretender (which can also be a good choice, especially with Ulm), you won't get that high paths. Acashic Record takes Astral 3, Gift of Health Nature 5 IIRC.
If you research Evocation 3 (Magma Bolts), then Conjuration 3 (Earth Power), then Evocation 4 (Blade Wind), then Construction 4 (Earth Boots, Thistle Mace) and then either Constr. 6 (Moonvine Bracelet, Ring of Sorcery, Starshine Skullcap, Staves of Elemental Mastery, Treelord's Staff) or Enchantment up to Gift of Health - you will get Gift of Health much later, but magical support much earlier. Also, initial Nature of 3 will be enough to cast the Gift of Health - Thistle Mace boosts N3 -> N4, Moonvine Bracelet N4->N5, and if needed, Treelord's Staff N5 -> N6 (as it replaces Thistle Mace, but gives +2 N).
Nature 3, Astral 3 is good for the general boosters. You want access to at least one of the Staves of Elemental Mastery - Earth/Air will take E2A3, Fire/Water F2W2. And of course, you want to be able to cast Forge of the Ancients. It will allow your mages to craft many more items. E5 is not too tough a requirement. Earth Boots and one of the Staves of the Elemental Masteries should be enough, so initial Earth 3 is enough.
Air/Earth has pretty nice items, and Earth/Astral as well, but the first Air booster is at level 3. Fire 1/Death 1 will allow for Flaming Skulls and +1 Fire, but Forge of the Ancients will let all of your Smiths to make those.

So, S3N3E3A3, D2 and/or W2 if you can afford it.
Monolith starts with S and N, and Dominion 4, but it doesn't have the slots to use the booster items, so we can't use that. And the human pretenders all have too low starting dominion values to boost it up to 10, or 9 or 8. With Great Sage, dominion of 6 allows for good scales, or for boosting one path to four, or for getting two new paths at levels 2 and 1. If you go just for scales, Production 3 and Drain 3 leave you enough points to get two other positive scales. You could go Order 3/Misfortune 1 for lots and lots of money and very few events, which will be bad more often than not but too rare to really harm you. You could go for Fortune 3/Turmoil 1 if you like to gamble, and receiving lots of good events. If you have supply problems (probably not, as Ulm builds its armies slowly, and you will get Enormous Cauldrons of Broth at Constr. 2 and Endless Vineskins at Constr. 4).