OK, here's the latest:
1. You get to the Scenarios in Complete via the "Civ-Content" button on the main menu page. On my system this displays a list of all the items in the three /Applications/Civ3 Complete/xxx Game Data/Scenarios folders, where xxx is "Civilization 3", "Conquests" and "Play the World". The options have different icons depending on which version they came with, and whether they are graphics mods or playable scenarios.
2. Complete comes with PTW DYP built in. The notes say that most of the graphics are left out. There's an Art folder in PtW/Scenarios/Double your Pleasure that's only 2 MBytes, so you can presumably grab the rest of the graphics from the DyP site to complete the mod, by replacing that Art folder with the one from the full DyP mod pack.
3. Rise and Rule isn't included, but I've downloaded all 116 MBytes of it and it works. Extract the files the same way as with as DyP. Drop the downloaded .exe file on Stuffit Expander and it creates a folder called "RAR_1.02_Full.exe Folder". This folder contains a folder full of Art and Text mods, called RAR, and two scenario files called "RAR 1.02 basic.biq" and "RAR 1.02 extended.biq".
Put the RAR folder plus the two .biq files into the "/Applications/Civ III Complete/Conquests Game Data/Scenarios" folder. When you launch Civ3 Complete and open the Civ-Content window you will then see the two RAR scenario files listed. The basic one is a 540 turn game and the extended one is the full Monty at 915 turns.
4. The number of mods already installed with Complete ought to keep most people happy for a while. That, and the ease of adding Rise and Rule, seem to make an installer a little unnecessary. However, if there's a demand for the Mod Installer to be extended to work with Complete, I'll have a look at it.