You can download binkw32.dll from a number of internet sites. I would suggest d/ling it and putting it the game directory.
Thanks, Padma for confirming my line of thought. The C3C "universal" add-on supports that logic. Thanks again, mrg1808IIRC, C3C is a "universal" installer, so it shouldn't matter which version of Civ3 original you add it to. It will patch Civ3 to its final version, and patch (or install) PTW to its final version. The final C3C patch is v1.22f.