For some reason this wasn't here
1. Never overwrite old version of mod with new one - always delete old version, as files are often moved, renamed or removed.
2. Mod must be named Caveman2Cosmos and won't work if placed in C:\Users\<USERNAME>\Documents\My Games\Beyond the Sword\MODS.
If its located there - delete it from that place
So valid install paths will look like this:
For GoG this will be something like: C:\Program Files (x86)\Civilization IV Complete\Civ4\Beyond the Sword\Mods\Caveman2Cosmos
For steam it will be something like: C:\Program Files (x86)\Steam\steamapps\common\Sid Meier's Civilization IV Beyond the Sword\Beyond the Sword\Mods\Caveman2Cosmos
Assets folder would exist in Caveman2Cosmos folder - ensure it isn't nested!
3. If game is on system drive "c:", then you need to run as admin.