This is the Civ 5 thread dude, Try repeating your question in the Civ IV threads.
And the only way you can run a Warlords file is if you run it though Warlords disk. Just pop the disk in, and either open it through the game, or through Windows Explorer, and play.
I, myself haven't played a serious Warlord game in years. I usually only play multiplayer games via Warlords or Vanillia.... but now I'm digressing.
It is not possible to play it through BTS, sorry.
Edit: Welcome to Civilization Fanatics, noob.