From the 7 Wonders Duel Rules
The first player begins Age I. On your turn, you must choose an “accessible” card in the card structure and play it. An accessible card is a card which isn’t partially covered by other cards.
You can play the card you’ve chosen in one of three different ways: 1. Construct the Building 2. Discard the card to obtain coins 3. Construct a Wonder
A player can therefore build Wonders during Age I.
From the 7 Wonders Duel Pantheon rules
During Age I, the players will choose the Divinities they will be able to invoke during Ages II and III.
Later, in 7 Wonders Duel Pantheon rules
The Divine Theater Wonder Reveal all of the cards from a Mythology deck of your choice. Choose one of the Divinities revealed this way and activate it for free. Then stack the unused cards, in the order of their choice. This Wonder is worth 2 victory points.
Can a player build "The Divine Theatre" Wonder during Age I and activate a God from one the Mythology draw piles?