To use these buildings, you must cut and paste the graphics into an available slot in:
C:\Program Files\Infogrames Interactive\Civilization III\Art\City Screen\buildings-large.pcx & \buildings-small.pcx
for vanilla Civ 3. For mods / scenarios / conquests, those files will be in the corresponding directories.
Likewise, Wonder Splashes need to go in:
C:\Program Files\Infogrames Interactive\Civilization III\Art\Wonder Splash
for vanilla Civ 3. Once again, for mods / scenarios / conquests, those files will be in the corresponding directories.
Also note that you'll need to add the building in the editor in the "Improvements and Wonders" tab ; the tag "BLDG_buildingname" will be used for your civilopedia.txt and pediaicons.txt entries (search for "BLDG" in these and you'll see how they should look ...)
... BETTER YET, dig through the Reference sub-forum and find Ukas' tutorial on adding buildings

It's easier to follow than the "short-hand" I've used.
Happy Holidays,
Oz