1. Civ3
2. PTW
3. Civ3 Gold (Civ3 + PTW)
4. C3C
5. Civ3 Complete (Civ3 + PTW + C3C)
Civ3 = main game.
PTW = Multiplayer, plus new Civs & new building, units, etc. The disk also has many fan-made scenarios, and additional terrain/units, etc. that are not actually in the game.
C3C = Everything in PTW *core*, plus more Civs/Buildings/units/etc., plus new "professionally designed" scenarios called Conquests.
Many things were added in C3C that are not in PTW. That's why the fan-developed scenarios were left off the CD - there wasn't enough room for them.

But many of the fan-scenarios are available here for download. This is where many of them were developed, in fact.

(Besides, they had to *gut* many of the scenarios on the CD - there were copyright issues and such, that Firaxis/Atari couldn't put them on a commercial CD, but you can get them from fan sites like this.)
And the reason you can get *some* of the PTW stuff free on this site, is because they had no room for it on the C3C CD, so they gave us explicit permission to make it available for download. (It is also available at their own site.) Things that were *included* on the C3C CD are still proprietary, and cannot be made freely available.
Hope that makes it clear.
