As this is done by overwriting old stuff, you can use only ONE change at a time, unless you merge them together manually.
Actually, I've just discovered it's even more annoying than that. Read on.
You can't make it as a mod-browser-mod, only manual install.
Right. So, the problem as far as I can tell from digging around in the game executables and DLLs with a hex editor, is that while they intended for their to be a reload system for landmarks and units, they never actually completely implemented the one for landmarks, and they don't appear to have one for wonders at all. Period.
From what I've determined, the game first checks for the individual XML files at startup in the resources/* directories and loads the information from them. Only if files don't exist, does it then look in the fpk archives and loads any information found in individual files in those same directories that use the same filenames.
This means you can only override the contents of an entire file -- not just part of it. It also means that my earlier example wouldn't work right. While it correctly overrides the art assets for the Stonehenge wonder, it also fails to define any of the graphics for the other Wonders, so when you build them, they're invisible
My bad. So what that would mean is that the civ5artdefines_wonders.xml you install would have to contain a copy of all the information found in the base game's civ5artdefines_wonders.xml plus any overrides and new wonders. I've verified that if you do that, then you can override a single Wonder and retain all the existing ones properly.
I believe sometime afterwards, the game calls cvWonderLibrary::ReloadAssets during startup which then calls cvWonderLibrary::BindAsset using the granny model specified in the XML as it initialises the graphics engine.
I've also confirmed that even if you use the debug panel to manually trigger a reload of landmarks or all assets, that changes to the civ5artdefines_wonders.xml aren't registered.
Now another important thing to realise is that landmarks have nothing to do with wonders. Landmarks are those little things that great people can build like the +5 culture landmark a great artist can build, or the manufactory the great engineer can build I believe.
Oh, and finally, the approach I mentioned for changing wonders above has the unfortunate effect of changing the standard single player game as well -- not just when you go through the mods menu. Yeah, that sucks too. Clearly this is just a part of the game Firaxis didn't have time to implement modding for properly.