More info is needed about your situation.
Is your Caveman2Cosmos folder is located correctly?
\Steam\steamapps\common\Sid Meier's Civilization IV Beyond the Sword\Beyond the Sword\Mods\Caveman2Cosmos
What language option have you set BtS to be in?
Have you set steam to use the beta version of BtS? (this should be done)
Have you tried doing an "SVN clean up" action? (you have V40 so this step doesn't matter for you)
Have you tried "verify integrity of game files" in steam?
Have you tried reinstalling the base game from scratch?
Edit: Have you tried deleting your BtS ini file so the game makes a fresh one upon launching.
Backup the one you have in case it doesn't work.
Documents\My Games\Beyond the Sword\CivilizationIV.ini