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If I'm not mistaken (although I'm not very good with these types of game mechanics) axemen have higher pierce damage than sword units. Which means they are generally better against other units with shields or highly armoured units. However, axemen units tend to take more casualties themselves as well.
I would therefore suggest recruiting some axemen into your army, but avoid making them the backbone of your army (some factions almost exclusively have axemen). They are most useful when you let them flank other units, as they quickly hack their way through armour and shields. And their ability to burn towers (from outside) and take down gates quickly is also very useful.
For more specific information on the raider mechanic I would refer you to my combat guide. I've explained their usefulness there.
you can make enemies in this game? I honestly never once made enemies with anyone always peaceful
-said no total war player ever
Yes, axes have better armor piercing (AP) damage than swords.
A good place to compare unit stats side by side is the site Honga dot net. Be aware that the Thrones stats Honga lists are from the release build of the game, so some specific stats have chnaged, but the general ratios are the same: axes have higher AP than swords.
That said, axes tend to have lower melee (attack + defense) stat than swords, especially if the axes are levy or low tier. This means that they will tend to land lass successful attacks against a good quality sword unit.
This leads to another factor for consideration, that there are three basic types of axes: "normal" or one-handed axemen; "Berserkers" (also one-handed); and two-handed or "Daneaxe " (includes Huskarls, Longaxes, and the like) men.
What also must be considered is what culture you're playing. Norse factions are going to need to utilize one-handed axes, because they make up a sizeable part of the unit pool. As Ernavill said, many of these have the "Raider" trait too, which can be both good and bad. It's good if you want to take out towers and gates faster, but it's bad if you don't want settlement destruction after capturing a place, because they'll tend to set a lot of the town on fire.
The Anglo-Saxon and Celtic factions have good spear and sword units, as well as strong cavalry and missiles, making axes less fundamental.
One-handed axes tend to be affordable troops good for general purpose use. Daneaxes (two-handed) and Berserkers however are best used as special purpose troops. Higher level Daneaxes (Huskarls) form bodyguards and elite vanguards.
The main problem with regular, one-handed axes is that they don't excel in any single area: they can't form a bulwark against cav as well as spears, they can't move as quickly or with as little fatigue as skirmishers, they don't dominate mixed matchups in melee like swordsmen, and they don't have the strong charge or melee damage of the two-handers.
They are the perfect example of, "jack of all trades, master of none." They can hold a line well, but won't necessarily break enemy lines; they can deter cav if braced in shieldwall (because of charge reflect), but won't do well at actually killing the cav; they can run around and set stuff on fire or capture, but not as fast as skirmisher troops; they don't have special traits such as Guerilla Deployment, Scare or Encourage. They are basically an affordable and relatively common troop to flesh out your armies (especially for Norse factions), in conjunction with levies of spearmen and missiles.
Daneaxes/Longaxes are very strong at the charge, and in melee damage, and to help further with that, they usually have the formation ability of Wedge. However, they are vulnerable to missiles and cav, especially when on the move. They also don't tend to do well against a solid line, but are most effective in being sent in after the lines have initially clashed, so tjey will need swords, spears and one-handed axes to compliment them. In other words, a line consisting in nothing but Daneaxes would be very vulnerable. This because they don't use a shield in combat, and their melee stats are almost always lower than decent swords, or even high level spears and one-handed axes.
Huskarls (ie. high level two-handers) mitigate a lot of the aforesaid, because they are elite troops with very high armor, high melee stats, and usually some extra traits, such as Encourage. But the key word here is "elite": they won't be able to be used as a mainstay troop, because of the unit pool system, not to mention high upkeep costs. They will thus usually best be used as a powerful vanguard, or a reserve.
Finally, you have Berserkers. They are very powerful in melee stats, and come with traits (namely Scare), making them an exception to most of the other one-handed axe units. They are much more strong in melee than standard one-handed axes, Daneaxes or most swordsmen. Their main weakness is that they easily become uncontrollable once in combat (they literally "go berserk), and they have a small unit size (50% of a normal unit), so even if several of them are grouped together, they are vulnerable to becoming isolated, detached from the rest of your army, and then swarmed to death. Their ill discipline and messy movement also make them very vulnerable to cavalry. They are best used to break through lines where you concentrating your attack, or as a desperate reserve to hold larger numbers of enemy in place while you reposition your regular troops.