There are two ways that you can access it:
The first isn't exactly where it is, but will let you access it. Click on the start button, click on programs, then Infogrames Interactive (or Atari, depending upon when you bought Civilization), then Civilization III Conquests, then Civ3 Conquests editor, then Civ3ConquestsEdit
The second option is tracking down where you installed civilization. Most likely it's in C:\program files\infogrames Interactive (or Atari, depending upon how old the game is)\ civilization III\conquests. Once there, click on Civ3ConquestsEdit.exe
Hope that helps