In the game, go to:
Mods>Single Player>Set Up Game>Advanced Setup
Once there, choose your Scenario from the list of map types (continents, archipelago etc)
Click "Back."
On the main pre-game setup screen (where it shows civ, map type, map size, and game speed) you will see where the map type is displayed - just under it is a little check box "Load Scenario". Then click "Start Scenario" in the bottom right.
I can't take a screenshot for you as my computer is being weird sorry.
You can also load scenarios from the normal Single Player>Set Up Game>Advanced Setup page (ie not in the mods section) but i'm just being extra sure here.