...erm... well... as I translate it, you are having difficulty finding the .biq file in the Civ Content Menu? Correct?
And you used the installer? Hunt around in this folder (C:\Program Files\Infogrames Interactive\Civilization III\Conquests\Scenarios) for a file named Rhye's of Civilization Expanded.biq, and three folders, one named Rhye's of Civilization, one named Rhye's of Civilization X, and one named Rhye's of Civilization XF.
If they are all in there, please make sure that you downloaded the patch for version 1.22 of Civilization 3 Conquests (available here:
http://www.civfanatics.com/civ3/patches/ ) without which the scenario will crash.
If the file and folders are there and you are already patched but still not able to play, delete the file and folders and try installing again to the C drive location I gave you above.
If none of that works, you might have to redownload the file. Which might not solve anything because something is well and truly buggered. Hopefully this is not the case. Hopefully the simple solutions above will cure all your woes and put a smile on your face ;p