The sad truth is that Czar Nicholas II did not want anything in specific for Russia, per se, but only for himself. He was a totally self-absorbed and extremely shallow person, who by an accident of birth ruled an immense empire, and ruled it badly. Of all political figures of the 20th century he was almost certainly the least qualified, least interested and least competent.
Nicholas II was a man of somewhat limited intelligence, who had no real interest in the details of the running of his country in any way. He was determined to continue his family's tradition of absolute autocratic rule, and only with the greatest reluctance accepted any sort of constitution or parliament in 1905. Although well educated and having a reputation for being intelligent, he never made any wise decision in his entire reign.
The only thing to be said about any goals he had for his country is that he decided to join the general European scramble for colonies, although the era of colonization was almost at an end. It was this which brought him into conflict with Japan in 1904, and led to the humiliating defeats at Tsushima and Port Arthur.