So what am I supposed to do now?
Build a mod. I already indicated that this is probably not something you can do in a few minutes. I admire your enthusiasm, but unless you are pretending to be more naive than you really are, you are about to embark on a very steep learning curve.
If you seriously want to learn how to create a complete mod then you should probably research the
Creation and Customization forums, where there are tutorials and so on to help you. I've never created a mod, but here is my guess at the sort of steps involved:
1. Your mod needs a new folder where you will assemble it. I'll call it Your_Mod, but you can name it anything you choose. You should create it as ~/Documents/Civilization IV/MODS/Your_Mod/, since that's where it has to be in order to work. It will need to contain at least two subfolders called /Your_Mod/Assets/ and Your_Mod/XML/
2. The High Elves folder contains a number of Art folders for the various units and for the two leaders. I imagine (but I don't know) that these would have to go in a new /Your_Mod/Assets/Art/Units/ folder.
3. The High Elves folder also includes several XML files. I imagine (but I don't know) that you would have to make copies of various appropriate XML files that are part of the Civ4 software installation, put them in the correct /Your_Mod/Assets/XML/ subfolders to match their original locations in the Civ4 installation, and edit each one to include the additional text contained in the High Elves XML files. You can use TextEdit to edit XML files.
Learning which files you need, where they go, and how to edit them without breaking them, are all skills you need to research and develop. They are way beyond the scope of this Mac forum, or of my current knowledge.
4. You may then need a Your_Mod.ini file to put into your /Your_Mod/ folder so that the Civ4 software knows what your mod is called and some of its characteristics. TextEdit can be used to create this file as well, and it's probably a good idea to start by editing one "borrowed" from an existing mod.
5. You then try to load your mod using the Civ4 in-game menu option: Advanced->Load a Mod. If you have done everything right then it will load up and you will be able to start a game and select your new civilization as a playable civ.
6. It is MUCH more likely that it will fail to load. You may get errors during loading indicating that there are problems with an XML file, or you may get errors when it tries to run the mod. You are then into the tedious process of trying to work out what's wrong, fixing it, and trying again ... and again ... and again!