For Civ 6, I’d say winning each victory once. Try to do it with different civs each time too. You can set your goal as winning a game on the highest difficulty if you want, but personally I don’t find that to be as interesting as the shift in gameplay necessary to win the different victories without just militarily crushing everyone else.
Paradox’s games don’t really do storytelling in a traditional sense. They’re strategy and management games. Some of them are pretty damn good at creating stories dynamically through gameplay, or providing a frame upon which you can create your own stories, but they were never intended to be narrative experiences