Ok - here's one way of doing it!
Rename all the files so that the GU is replaced by JO, eg. GU_KIS becomes JO_KIS and GU_A02 becomes JO_A02. Copy them into the following directories, but beware; doing it this way deletes the Joan artwork:
JO_all goes into Art/Advisors (this shows on the foreign advisor screens),
BurgundyLARGE/BurgundaySMALL need renaming to FranceLARGE/FranceSMALL and go into Art/Civilopedia/Icons/Races (these are the civilopedia pictures)
The flics (eg JO_A01) go into Art/Flics (these are the animated files that show during negotiations)
The rest of them (there should be 10 more pcx files) go into Art/Leaderheads.
(These are the end of game screen art, such as your leader with bandages and black eyes if you've lost the game).
Double-click on the editor icon in your version of Civ3, when the editor loads up, click on "civilizations" and look for France. Rename Joan of Arc to Gundahar (or whatever name you're calling him in your version) and click the "male" button under gender. The list of cities is there as well, so if you want to edit those, you can - it'll be clear how when you see the screen.