In short:
1/ Put the 2 icons in ..\Art\Civilopedia\Icons\Buildings
2/ Put the splash in ..\Art\Wonder Splash
3/ Edit the buildings-large.pcx & buildings-small.pcx (..\Art\City Screen) with a graphics editor (copy/paste the new building at the bottom).
4/ Add correct entries in pediaIcons.txt (..\Text). Example:
#ICON_BLDG_Canterbury
SINGLE
art\civilopedia\icons\buildings\Cburylarge.pcx
art\civilopedia\icons\buildings\Cburysmall.pcx
and
#WON_SPLASH_BLDG_Canterbury
art\wonder splash\CburySplash.pcx
5/ Add correct entry in Civilopedia.txt (..\Text), starting with:
#BLDG_Canterbury
^
^
6/ Use the editor. Go to "Rules > Edit Rules > Improvements and Wonders" and add the building + set it up completely to your wishes/needs.
For more details, pls check the tutorials forum.
AK.