Warehouse is the place for storage of food, lumber, stone and iron, and it can increase the capacity limit of resources of the city. When the city is plundered, the resources in warehouse are out of danger of being looted. The storage proportion can be adjusted freely up to your decision. If you estimate the enemy's army outnumbers yours, you can build up more warehouses to protect your resources. But if the city is captured, the warehouse will be annulled.
Click one Building Site and build Warehouse. You suggested building more warehourses to reduce loss while your city under plundering.
Warehouse reaches Level 1