I'm not sure what you mean by "downloaded from a site that specializes old games". Only legit site like that I'm aware of is GOG, and pretty sure they don't carry Civ IV.
Sounds like you just have the vanilla version of Civ IV without expansions.
I recommend purchasing the Civ IV Complete edition from one of the legit online vendors like the following:
greenmangaming
direct2drive
gamersgate
or
Steam
Humble Bundle may have it as well
Ofc, you can also get a disk version on Amazon as well, if that is what you prefer.
The Complete edition has the full game. You will want to play BTS. If the game is not fully patched already (3.19), some vendors like D2D have their own patches you can downloaded. If not, you can download the patches here.