Your folder "C:\Program Files\Steam\steamapps\common\sid meier's civilization iv beyond the sword\Beyond the Sword\Mods" should look something like this:
Of course, you will have additional folders if you have installed any other mods. The important thing is that you see a "Fall from Heaven 2" folder there. If you don't, then the correct path was not supplied to the installer.
The contents of the "Fall from Heaven 2" folder should look like this:
If you see a folder inside the "Fall from Heaven 2" folder called "Fall from Heaven 2" the path "C:\Program Files\Steam\steamapps\common\sid meier's civilization iv beyond the sword\Beyond the Sword\Mods\Fall from Heaven 2" was given, and that is incorrect.
It is also possible that the problem is not the location the mod was installed, but rather the shortcut itself. If you right-click the shortcut icon and choose "Properties" from the context menu that opens, and then look on the "Shortcut" tab of the properties window that opens, you should see that the "Target:" is
Code:
"C:\Program Files\Steam\steamapps\common\sid meier's civilization iv beyond the sword\Beyond the Sword\Civ4BeyondSword.exe" mod=\Fall from Heaven 2
and "Start in:" should be
Code:
"C:\Program Files\Steam\steamapps\common\sid meier's civilization iv beyond the sword\Beyond the Sword\Mods"
You should be able to get the shortcut to work if those entries are incorrect and you correct them.
If that won't fix the problem then try loading Civ4 normally and then load the mod from the main menu. If that won't work then the mod is not installed correctly. I would suggest consulting my guide to installing FfH2, linked below in my sig. Start with the "Recovering from a failed installation attempt" section.