Fapalermo, first of all, welcome to the forums!
Worldbuilder is the in-game editor. It lets you design custom maps and scenarios, place buildings, units, cities, improvements, terrains, etc. It does not let you CREATE anything, but you can ADD stuff to a game. Access it by either Single Player -> Play Now! and making a map, or going through Single Player -> Custom Map (allowing you to add options and specify which Civilizations and Leaders will be one the map). The game/map will load, then hit Ctrl-W to enter the Worldbuilder.
You can create a Scenario by making your map or whatever in WorldBuilder, and hitting Save (a button in the top right-hand blue box on the screen). This will save the game as a worldbuilder file in your My Documents/My Games/Sid Meier's Civilization 4 (or warlords or beyond the sword if you have the expansion packs), which you can then access in two ways. If you double-click on this file, it will load it in the game. Or, you can right-click and choose "Open With...", then click on Notepad. This will provide you with a text interface where you can modify the Civilization's Name (United States of America instead of American Empire, for example), Leader Name, Civics, etc.
This is the most basic form of editing. It's really easy (just play around with it! that's the best way to learn) to figure out.
What you're attempting to do needs work with the Python and XML files included with the game in the Assets folder of the game's directory. There are lots of guides in the Creation and Customization forum (as well as lots of downloads in the Downloads Database) that can help you with what you want - or show you how it's already been done.