People have asked this question before... I have edited the civ2 downloads page to include the following info:
If you have the Classic version, you can't play scenarios that require FW or Civ2 Gold. I strongly encourage you to buy either Civ2 Gold or Test of Time so you can play the BEST scenarios available as well as multiplayer.
If you have Fantastic Worlds, you can play all scenarios that require FW. To play scenarios that require Civ2 Gold, you will need to use a utility program call MGEConverter to convert them to FW compatible versions. You can download the program in the utility section of the downloads.
If you have Civ2 Gold, you can play all the scenarios that require Fantastic Worlds or Civ2 Gold.
If you have Test of Time, you may need to use a utility program call CivConverter to convert FW or Civ Gold scenarios to ToT compatible version. You can download the program in the utility section of the downloads.