Under normal circumstances, if you installed the SDK correctly, then the game will automatically look in that directory to see what mods you've added. You wouldn't need to do anything. The problem is, if you set up the SDK incorrectly, then it'd place your mod's files somewhere else, somewhere the game CAN'T look for them. That's what we're trying to figure out.
Go into ModBuddy. Go to "Tools", then "Options". We want to know three directories.
Under the "Projects and Solutions" tab, click on "General". In the first field, Projects Location, should be the path to your ModBuddy-saved files (NOT the built files). This will be something like
C:\Users\(your name)\Documents\Firaxis ModBuddy
You can check to make sure that this path is correct, but really, it's hard to get "wrong", because the only thing that looks for those files is ModBuddy. By definition it must be right. But it's still useful to know where this is.
The last two directories to check are both under the "Civilization 5" tab within that same Options window. Click on that.
The first path listed on the right will be the asset path, the Program Files directory that you already know about. Nothing new there.
The second path listed on the right, the "User Path", is the one we really want. It'll say something like
C:\Users\(your name)\Documents\My Games\Sid Meier's Civilization 5\MODS
(While the option to set this value might be greyed out, the path WILL be the default, and that's what we want to know.)
Now, go make sure that directory exists. It's where ModBuddy will place compiled files. See if the files for your mod are there; if they aren't, then we've got bigger problems.
The problem would come if this path isn't similar to what I typed above, to where it's not in the place that Civ5 is expecting to find the files. If that's true, you have two options:
1> Go into ModBuddy and change that path to be Civ5's directory
OR
2> Use regedit to edit your registry. There's a variable in there that sets where Civ5 expects to find its configuration files. You can change that if needed. (I had to at one point, but I don't remember the variable offhand. Shouldn't be hard to find.)
Editing the registry is the better long-term solution, but it's dangerous.