In this meandering experiment in biography, the historian Linda Colley uses the fortunes of a “remarkable but barely known woman” to illuminate the buzzing circuits of trade and empire in the 18th century. The outline of Elizabeth Marsh’s story is exotic and spiced with danger. Born in 1735 to a family of Royal Navy men, she followed her officer father to Menorca, Spain, and was imprisoned en route by a Sultan in Morocco, a harrowing experience she recalled in “The Female Captive,” published anonymously in London in 1759. (Marsh was the first woman to write about Morocco in the English language). Later, she journeyed with her merchant husband to India, where she traveled extensively and flouted convention by taking up with a British soldier.