Unzipping files: Many a scenario and mod on CFC is in .zip format. They all go in the same place, the Scenarios folder fe3333au mentioned. For future reference
The Hurons should be in the medium map, right above the Iroqouis. Check in CivEdit...then again, people have had some trouble with the maps. I have no idea why. AFAIK, they're set up correctly in the download...
New Russia was originally in, until I realized that the first colony was founded in 1784. In civ terms, there wouldn't be anything wrong with including them, (America...Zulus...Netherlands...etc.), but I felt there were too many irregularities compared to the other European powers. Sweden and Denmark did have potentially significant colonies in the Americas, briefly, Sweden in what is now Delaware and New York, Denmark in the caribbean (namely the Virgin Islands).
Russian territory for the last century?
...The cession of territory and dominion herein made is hereby declared to be free and unincumbered by any reservations, privileges, franchises, grants, or possessions...
Not many leases have that sort of verbage.