I'd suggest starting off by just using world builder to make a map. There's a manual
here if you get lost. But just fool around with it first. Start a game, then bring up the menu and hit "Enter World Builder."
Once you get used to making maps there, check out some tutorials for configuring maps further with tutorials like
this and references like
this.
Finally, if you want to make maps like how some have made, based on actual land masses (Earth, Africa, Europe, etc), rather than go through and try to build it tile by tile in the worldbuilder, check out
this tool that can convert pictures (such as satellite photos that you must slightly alter) into playable maps.
If at any point you have any more questions that someone else hasn't asked, you can post a new thread in the Civ4 - Creation & Customization forum.
Good luck!