VC, I think that was just a typo.
If you're missing Ariel_01.flc etc. then you must have installed the 2.0 version in the wrong place. Check these folders:
Civilization III/Conquests/Net Art/Flics - Inside this folder you should find various .flc files, Ariel_01.flc etc. among them. If it's not there, it's probably somewhere else and means you installed the 2.00 version in the wrong place. Default location is C:/Program Files/Infogrames Interactive/Civilization III/Conquests
If you installed your civ3 elsewhere, you have to provide the installer with the new location.
...Civilization III/Conquests/Scenarios/WH2 <- this folder should have around 500MB
...Civilization III/Conquests/Scenarios/ - inside this folder you should have, apart from the WH2 folder, at least three WH2 BIQ files, the old one and updates. If you only have one, it means you installed one of the updates fine, but not the other.
I have been away for a long time and recently had to re-install the mod myself from scratch, it took some time downloading and installing all the updates but it all worked fine.