In player interations it says you can annex a city, but it dos not say how this can be achieved, does anyone have any answers to this 

Amm..well maybe that means you can buy new designe of your city.. You need to go to Market- Misc- then City Shemas and you can buy new look of your city and by doing that your city will be stronger (have bigger deffense.)

Could you give us photo so we can look that interation please?

Not sure how to do this but it is in the game guide under sieges 

I don't think the writer of the guide understands what "Annex" means. But they do use the word annex.

"Laying siege to an opponent will not eliminate them, but it will give you the option of annexing their city."

A: Annexing would be cool.

B: It would never happen because of the amount of rage and butthurt people would be in might actually cause the forums to actually catch fire.

And I can see why. Having your city, especially a city that you might have spent real money on, be taken over by someone else opens way too many doors that the Devs probably aren't prepared to handle in any fashion.

Solution, edit the game guide to eliminate the erroneous text.