After you have selected Summer 1940, the bat program should do following:
copy sterrain1.bmp terrain1.bmp
copy sterrain2.bmp terrain2.bmp
copy units1.bmp units.bmp
copy Sound\Swordfgt.wav Sound\Medgun.wav
copy Sound\Swordfgt.wav Sound\Catapult.wav
copy Sound\swrdhors.wav Sound\Custom2.wav
copy Sound\Infantry.wav Sound\Extra3.wav
copy Sound\Jetbomb.wav Sound\Extra6.wav
copy Sound\Swordfgt.wav Sound\Extra5.wav
copy Sound\Sound2.wav Sound\Extra1.wav
copy Events2.txt events.txt
copy rules1.txt rules.txt
and then exit.
In some reason it don't work in your system
Have you created the Sound subfolder under the scenario?