There's a tutorial section of civfanatics, a couple guides there might help you, though most are for scripting, etc, iirc.
If by scenario you mean custom map with preset units, cities, & techs and teams, it's pretty easy. (If you mean much more, I don't know yet )
Start a game on the map size you want, with the teams you want (you can change teams later, but it's not very easy.)
If you want to make big changes, set all tiles to water and paint what you want using the tools. It's fairly easy to learn by experimenting.
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