Hm, strange thing.
My 4 years old notebook is not a superb machine and I can play C2 BfE on my notebook without big lags. However when I use more than 2500 units, there are so many formations on battlefield and of course I can not use all these units in effective way at the same time. Therefore I start fight earlier and usually try end the game with less than 3000 units on my side. This way game had not lags too.
Nevertheles it is normal that C2 can makes lags sometimes.
Maybe you should check you antivirus system and few other programs when you would like to play C2. And XP is better than Vista for this game.
You also should be little bit more patient when you start the game because you can makes double start and this way you can open two times this game sometime. Then it can makes lags.
I read somewhere how to make some kind of improvment with lags in C2 BfE.
Find folder with
Cossacks 2 - Battle for Europe\Run\Data
find file log.txt
open it with right mouse click and make READ ONLY
These can little bit helps.
Maybe you can try something like that way on C2 NW but I do not guarantee that it will works there.