You'll need to upgrade your version of civ2 to a more recent version to play most of the scenarios around, otherwise you'll get that error. You can dl Cedric Greenes MGE patch, to upgrade civ2 classic to civ2 Multiplayer Gold.
If you want to edit the unit graphics, you need a graphics processor, and load in the graphics files manually (units.gif etc), then edit the files in there. Its not really difficult oncee you get the hang of it. If you use Paint, I hear you're best advised to save the edited files as .bmp's. Otherwise you can get a good image processor in Paintshop Pro, which is shareware.