If the military is entirely gone, continue to attack the nation with the conquering troops. If they don't have enough combat potential to force a surrender, you should get a message in the logging. At that point, add garrison troops to your armies until you can successfully occupy the nation.
Once the conquered population is fully subdued, you may want to use SM mode to update the conqueror's population with the sum of the two populations, and then delete the conquered population.
