Well, I hate to be the bearer of bad news.... but you really can't do this. While the SDK gives a lot of freedom in terms of game mechanics, it doesn't permit the addition of new graphical elements such as throne rooms or the much coveted tactical display for multi-unit combat like in say CtP2. It's clear though from looking at the source code that some kind of throne room was at least in the preliminary stages of development but was left unfinished either because the production team decided against it or they simply ran out of time. If it's the latter, than they might add it in the upcoming BtS expansion pack.
If they don't, however, the only way you'll be able to add a throne room would be if you made it using 2D still pictures or video files. One of the nice things about the DDS files is that they can be layered and transparencies can be used... so you could have one or more background images that would then be layered with the throne, tapestries, court subjects.. whatever you want. But it would have to be still images. Or you'd have to have pre-done videos and have one for every combination of throne improvements, but it would not be interactive.
Personally I don't think the still image idea is bad. I mean, that's essentially what you had in Civ1, 2, and 3 with the palace/throne room.