Start a game. Once the game is started, look up to the upper right corner of the screen. Between the date and the square with the question mark in it is another square. Click on that for a menu with all kinds of options including leaving the game. One of those options is "Enter World Builder." Once you are in World Builder you can change the map all kinds of ways, place cities and buildings and units and improvements and everything and basically make a scenario. You can save that and it becomes a saved scenario, a WB save with its own little icon that you can make a shortcut to and go straight into a game based on your scenario, straight from the desktop, without starting civ.
Not only that, you can right click on this icon, select which program to open it with, select Word Pad, and it will open not as a civ scenario but as a text file which you can also edit. There is a tutorial on that, both in tutorials and I believe at the top of the main creation and customization forum.
If you want to instead change the rules and more, making a mod, you must alter xml files, at least, if not do programming in python and C++.
Oh, you said Warlords. Sorry. That was the instructions for Vanilla. If there's a better WB in Warlords that's all the more reason for me to buy it sooner rather than later. I'd like to see if anybody tells you about such a thing.