When adding nearly anything graphical to civilization you have a few files within the XML. Generally you have an art xml file, an "infos" xml file, a text xml file, and then you have the schematics or schema. The schema file "tells" the other files what to do. If you want to see which file uses which schema you just open the corresponding XML file and it will tell you what it reads for its schematics.
I just had to say that you so you know to keep it around, I am also a little drunk so this may or may not make sense. First of all you need to tell the game what the leaderhead will look like, so you go to the artdefines".....".xml, in this case it will be something like artdefinesleaderhead.xml or something like that. Open that up. See all the bits of code there? See how it says something like ART_DEF_LEADER_ALEXANDER? Okay, notice how the file structure is for that, something like art/leaderheads/alexander/alexander.nif?
You have to copy the entire block of code and change that to ART_DEF_LEADER_YOURLEADER, and then make sure the folder that yourleader is in is in the proper location. So it should be ...beyondthesword/mods/yourmod/assets/art/leaders/yourleader/yourleader.nif. If you notice each leaderhead should have at least a yourleader.nif, yourleader.kfm, and yourleader_bg.kfm (this could also be ......_background.kfm, or .........._backgrnd.kfm). Make sure all of those files match up.
Then you have to go into civ4_leaderheadinfos.xml. And you'll notice that it says something like LEADER_ALEXANDER. For your FIRST transfer I'd just copy the leader you think most resembles the one you are using, repaste it, rename it (so it says LEADER_YOURLEADER) and do that for every corresponding tag you see. Your new leader will have these personality traits. You can change his personality (but that requires you to learn XML) and you can alter his favorite civic, religion, and give him traits. You can also edit his diplomacy music (the music that shows up when you talk to him in-game). Once you do that you just have to make the text for the leader. So you find and open the gametext.xml (none of these names are exact, but if you can't figure that part out on your own I can't help you) and see where it says TXT KEY LEADER ALEXANDER or whatever. Replace that, and so on and so forth.
From here on in it should be self-explanitory. At least I think it should be.