If you don't know what Port Forwarding is yet, you might want to start by reading our What is Port Forwarding guide.
You might also be interested in our huge collection of Router Screenshots where you can see every page of every router that we know of.
The AWR014G will not allow you to forward enough ports, to run The Settlers V Heritage of Kings. You should try using the DMZ portion of this router if it is available. Alternatively you can try switching the router to bridged mode. You will need to contact your ISP to switch to bridged mode, so they can make the required changed on their end.