I'm amazed if you are, but if having trouble then start a new game on the easiest difficulty.
Create lots of settlers and found lots of new cities.
Keep building up.
Whenever you want to (after researching a few techs), go to a city build queue and start building a wonder. Wonders generally cost a LOT more than normal buildings and are always the last of the buildings on the building list. Keep taking/skipping turns.
If you have a lot of gold, go to the city building the wonder and you can pay gold to finish production.
If you are eager to get the wonder finished, you can sacrifice food and gold/science production by setting the city to maximum industry.