Just finished playing Pharaoh - yay! Thought it would go right in to Cleopatra but doesn't. Can someone provide steps necessary to install Cleopatra? I purchased Pharaoh Gold off GOG site.

You already installed it. The version sold here is not Pharaoh+addon, but "Pharaoh Gold", both rolled into one. You can't not install cleo even if you try.

Cleo missions don't automatically start after the original ones, go to the mission select screen, there they should be at the bottom left side.

Well that was too easy!!! Thanks!

Cleopatra doesn't tie into the original Pharaoh campaign, it must be completed separately, as the developers didn't update the scripting to jump straight into Cleopatra after completing Hetep/Rowarty (whatever you chose)