The downloadable setup for Civ4 from GOG, when run, tells me that installer files are missing. This leaves me with no idea where the installer files are supposed to come from (if not in the download from GOG, then where am I supposed to be getting them?). Any help would be much appreciated.

The installer is too big for a single file so it is divided into two parts. Make sure you have downloaded both (part 1 is 41 MB big, part 2 is around 3 GB) and save them in the same folder in your computer. Then double click part 1 and installation should run correctly.

Thank you for the quick response. :)

It didn't seem to be aware that the second part had been downloaded but I tried running setup a few more times and it worked.

Now that I I got through that, I try to run the game and it gives me an error message: "The program can't start because d3dx9_33.dll is missing from your computer." Is this about Direct X or something?

Yes, it seems to be about DirectX. Have you switched to a new Windows lately by chance? Anyway, as I linked on the other thread, you can download the later version at Microsoft's website and see if it solves the problem: https://www.microsoft.com/en-us/download/details.aspx?id=35

I tried it before without success, but after your reply I clicked your link, gave it another go and it worked.

Merry Christmas, and thank you for making mine a little bit merrier. :)

Glad to know it worked. :) Happy civving!