Once you finish the first stage (Basic Mode), you have to start over in a new game for a different achievement.
No new maps, no new buildings, no new townies, no taking any of your old game into a new one. You can either replay the game from scratch or just fiddle around in Free Play on your old kingdom -- just free play, because you can't do quests or get kingdom points anymore once you "win." So you can't do big things like annex people because you need kingdom quest points for that and there's no way to get them. So winning the game = losing.
I might replay it once and go for different quests. See how many kingdom quest points I can rack up and try to annex everybody. My queen is going to be obsessed with pastel pink, since I had a human male king last time who wore red.
But I doubt I'll "finish" the next stage. Might just see what I can do and then uninstall the game.
I have to say, when I "won" and got the quest to pick a hero to start a new kingdom, I really thought I'd be following that hero and getting a new territory with slightly larger houses for everybody that are decorated differently so that I don't have to remodel them all again.
That would have been worth continuing.