Yes, you should see a LOT of other files and folders in the Civilization 4 Folder. So it means your install of the game went to the wrong/different place.
Check in Firaxis games. There should only be 1 folder there, Civilization 4 (well, unless you have older Civ versions installed).
I suspect you might have a second folder. Probably something like "Civilization 4 Gold" though that is unlikely. If you do, everything needs moved over to there.
Did you install Civ 4 Gold on your C drive, or another drive?
Right click on the shortcut you use to launch BtS, since you have obviously managed to actually launch the game. Select Properties, then click on the Find Target button. This will show you where you actually installed your game to.
Then, just open the Mods folder in the directory with the .exe, and move FfH II 2 025 folder from the location you have already found it into this proper mods folder. Then edit the shortcut to match the new location.