The icon issue is usually due to an issue while installing the steam version of civ4. Once you have installed civ4 through steam, go to Library, right click on the game, choose Properties, then Betas, and in the list choose original_release_unsupported. After that, install the mod. (either the 14.11 full version, or the svn beta, install none of the patches which were for older versions of the mod). Once you launch the mod for the first time ( or for the first time after playing another mod), start with a play now game, it resets a bunch of options that the original game or other mods may have modified.