1. Probably a dumb question, but can you save games manually?
2. Start a new game with no mods enabled and play several turns. Do you now see autosaves? If yes, the problem may be with the mods. If no, then
3. Does your computer user name contain special characters? There was an old bug (supposedly fixed) in which autosaves weren't being generated in this situation.
4. Assuming no help so far, what is the setting for Max Autosaves Kept in the Interface Options screen?
5. Find the file UserSettings.ini (should be in the same location as the Saves folder). Do the entries in the [AutoSave] section agree with the entries in the Interface Options screen?
6. If all else fails, verify your game cache (Steam --> Library --> Right-click Sid Meier's Civilization 5 --> Properties --> Local Files --> Verify Integrity of Game Cache).
(Also, when using mods, the save files are stored in "C:\Users\[username]\Documents\My Games\Sid Meier's Civilization 5\ModdedSaves." However, this folder is probably also empty since you can't see the autosaves in the Load screen.)