I don't have Civ 4 with steam, but maybe this helps: in the full installer ( and2_checker.exe ) is an option for the path. (click on "option") Search the HDD where the Civ4BeyondSword.exe is.I just got the full installer. I installed it fine but when i try to find the executable file, the beyond the sword .exe does not show up on the beyond the sword folder page..
Civ usually has two regions: the one is the installation area, and another partition linked by virtual folders are the sav and lot of empty folders
i.e. I have the installation and the exe in F:\Civ_4\Beyond the Sword\ and the and2_checker.exe in F:\Civ_4\Beyond the Sword\Mods\Rise of Mankind - A New Dawn\
while the sav are in G:\Documents\My Games\Beyond the Sword\Saves\
Steam usually (so my Civ 5 is) has the Steam installation folder where Steam is, I have E:\Steam
while the games are in F:\SteamLibrary\SteamApps\common\
like F:\SteamLibrary\SteamApps\common\Sid Meier's Civilization V
but the other files and Mods (if playing offline w/o cloud) are in G:\Documents\My Games\Sid Meier's Civilization 5 and the mods in G:\Documents\My Games\Sid Meier's Civilization 5\MODS\