When Civilization IV: Complete Edition first launches, it defaults to Colonization. In order to run the Civilization IV base game you will need to do the following:
-Open your start menu
-Select "C: Drive"
-Select "Program Files(x86)" or simply "Program Files" for older operating systems
-Select "2k Games"
-Select "Firaxis Games"
-Select "Civilization IV Complete"
In this folder you will find all of the executable files for Civilization IV: Complete Edition. Please Find the executable file for the base game and all 3 expansions. Right click on these files and select "Create Desktop Shortcut". You will now be able to launch each game from a desktop icon!