I've been looking for an option to change the games resolution, but unlike HOI and EUII there doesn't seem to be a settings file. So I guess there's another way of doing it in EUI or perhaps no way?
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I will move you to the EU1 forum and see if anyone there knows, since I never played the game I have no idea. 
*Moved
*Moved
I'm not sure what you mean, but if you're talking about how big an area is shown on the screen, there's a - and + shown in the bottom left corner. Clicking on those will zoom in or out. If you mean the difficulty setting and AI aggressiveness, you click Options when loading the game, before starting it up.Sgt. Bulldog said:
And if you mean something else, fill us in.
-Pat
IIRC there's no option to do that in EU1. Haven't played it since EU2 was released, so not 100% sure.
I'll confirm what CR said: no option to do that that I've found. Not that it should be too much of a problem though, nothing that a bit of zooming-in or -out can't fix