The RPG component of Privateers and Gentlemen disappointed me back in the day, but I suppose might be worth another look. I am afraid I don't remember details. I recall the miniatures rules being quite nice, though.
I am pretty sure I once saw a GURPS Napoleonic Wars. The rules set is certainly up to it, as it is to anything historical (and a good bit that's utterly fantastic). Even if one is not a fan of the rules set, a GURPS setting book would probably be at least as handy a start as any of the brief and broad historical survey works for the general public on the subject.
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European exploration and colonization of the interior of Africa, and the intrusion of foreigners into China, really kicked in later than "the time of the Napoleonic Wars" (1799-1815).
European exploration of Africa, previously quite limited, indeed began in earnest around the end of the 18th century, but the famous expeditions into the continent's vast central and southern interior came in the middle of the 19th (1850s and 1860s).
The "scramble for Africa" is generally reckoned as getting underway in the 1880s and going perhaps (depending on who is reckoning) up to the First World War.
China's interior was for a long time generally barred to foreigners, who were as a rule permitted to travel but a few miles inland from Canton and Macao. Opium smuggled from British India penetrated widely, though.
The Qing Dynasty lost two Opium Wars (1839-1842 and 1856-1860) against Britain, leading to treaties that, among other concessions, opened up the mainland to missionaries and other adventurers. China continued to get basically dismembered by both European and Japanese imperialism, as well as riven by internal conflicts, right into the 20th century.
In these fields, the main interest might lie in the reign of Britain's Queen Victoria (1837-1901) -- what we call the Victorian era. Another Napoleon (Louis-Napoléon Bonaparte, styled Napoleon III, nephew of Napoleon I) was for a portion of that time (1848-1870) first president of France and then emperor, and he did wage a number of wars.
There were many significant changes over the course of the 19th century, quite a few having to do with the Industrial Revolution. For instance, the age of "wooden ships and iron men" rapidly waned with the rise of steam-powered ironclads in the 1860s. (During the 1870s, there was even a renewed interest in the ancient tactic of ramming!)