Do what Caterpillar said and tell us what you discovered. Then, if it's still unsolved, do these:
Check if the DoC folder inside your Mods folder on the path we both share is called exaclty 'RFC_Dawn_of_Civilization' (where the '_' are spaces). If it's not called exactly like this it won't work, it can't be called DoC, or RFC DoC or anything different from that (even if you add a space after the name like RFC_Dawn_of_Civilization_, where '_' are once again spaces).
Also if you created a DoC folder on Mods and unzipped the contents of your downloaded file onto it, you may have created a DoC folder inside the DoC folder. That can't be done too. So just to guarantee, check if the DoC Assets folder has this exact path:
C:\Program Files (x86)\2K Games\Firaxis Games\Sid Meier's Civilization 4 Complete\Beyond the Sword\Mods\RFC Dawn of Civilization\Assets