Check out the PublicMaps folder in your Civ4 installation folder (usually something like C:\Program Files\Firaxis Games\Civ...).
You should have there lot of files, including the "Inland_Sea.py", but also e.g. "Pangaea.py" and stuff like that. I have there 39 files (some are mod-related I fear). If you have few files there (like, only inland_sea), reinstall the game.
BTW, are you sure you have not overlooked some options when setting up the game? Try starting a game via "Custom Game" option in the main menu. Post a screenshot.