I could probably figure this out on my own or PM someone who has done it, but decided on a thread in case someone else has the same question.

What has to be done to have all 31 (or other number) of civs in a game?

Add them? Check my tutorial in the Guide section about leaderheads.

No, he seems to want 31 civs in one game.

Open the desired BIQ file e.g. conquests.biq
Then Edit Rules -> World Sizes -> Number of Civs
You can change it for each of the 5 world sizes