By "conquest", are you talking about one of the Firaxis scenarios (Mesopotamia, Rise of Rome, etc.) here?
Even if that's the only manual save you ever made (really?!), if you can find that one, you should be able to find others: by default the game autosaves the 4000 BC start, plus the most recent 5 turns, for your most recent game (autosaving can be switched on/off in the Game Preferences menu [hotkey combo = Ctrl-P], but AFAIK it's switched on by default).
Autosaves for Civ3Complete games are stored in the folder ..[Civ3]/Conquests/Saves/Auto/ and when you choose "Load game" at the start-screen, Civ3Complete will automatically suggest the most recent autosave in that folder, if that's all it can find. 'Raw' autosave-files can be uploaded to CFC, but they're uncompressed, so to minimise data-traffic, it's generally preferable to load an autosave in-game, and then re-save manually (hotkey combo = Ctrl-S). You can then give the file a customised name (making it easier to locate after you exit the game), and the file will be automatically compressed, so it won't occupy as much server-space at CivFanatics.
(Admittedly, this is much less of an issue nowadays than it was in 2001 when Civ3 vanilla was first released, but it's still good practice: manual saves are about a tenth of the size of the turn-equivalent autosaves...).