OK so in that folder I find:
6 folders: Assets, CvGameCoreDLL, Mods, PublicMaps, Resource, Shaders
Civ4Warlords_PitBoss
Civ4Warlords.mcl
12 various .dll files
and a 'Read Me' file
I cant find any way to start the game in here :(
I have been looking around and it seems alot...