LtCol:

(Working on Gemini and Apollo - that must have been fascinating!)
1) If you are running the original Civ3 (known around here as 'Vanilla'), you need to be sure it is fully patched. Air Superiority was broken in the original release. If it is still broken after patching, please bring it up in your thread in Civ3 - General Discussions. (See below for patches.)
2) I haven't put Civ3 on anything 'newer' than Win2000, myself. (I won't buy XP, Vista, or 'Windows 7' for personal, philosophical reasons.) The files are obviously there, somewhere. If they aren't in "C:\Program Files\<Infograemes|Atari|Firaxis|Take2|whatever> \Civilization III\Saves", then try digging around in your user folder. IIRC, there's a "Games" folder in there, somewhere, where they might also be stashed. Somebody else may come along who knows for sure.
3) With the reorganization of the website a while back, some things are now harder to find than they used to be. I knew basically where to look, though. So
here is our page with Civ3 patches available. If you have the basic 'Vanilla' version, you need the "Civilization III Patch v1.29f (English)". Just download it, and then double-click to install it. It *should* install with no problems, even on Vista.