hi,
You dont need the folder. Just copy or place the files from the zip into your "Scenarios" folder where all the other ones are.
BTW dont forget the Syrinea.xml as well.
As an example I have the Steam version of Caesar IV installed so my folder is
C:\Program Files (x86)\Steam\steamapps\common\Caesar 4\C4\Data\Scenarios
You may have a different path but there will still be a "Scenarios" folder on your computer.
[This message has been edited by Amen (edited 06-26-2022 @ 09:51 AM).]