I start up civ 4 regular and it works fine. Try warlords, beyond the sword or colonization and I get not supported.

Care to elaborate? o_O Any specific issues with Warlords and Beyond the Sword? As many details as you can, please. :)

Very simple. I start up any of those 3 programs and my screen goes black and says 'not supported'. nothing more.

So what's your setup?

you need to be a littel more specific in that question? anytihing besides the fact that I had civ 4 running fine on windows 7 but would not run after I installed windows 10? I lost my version on my earlier crashed hard drive and now purchased a new version for this new computer. And yes I have used compatibility mode to try to run it. I have tried all of the resolutions available for video plugging them into the program.

So, your problem is that the OS no longer allows the game to function. :)
You need to look for threads that complain "Windoze 10 ate my game", of which you should find a lot. This is why most people still run Win7. :)

All versions work fine here using windows 10, so OP will have to look beyond that easy scapegoat

Why do I get the feeling that DirectX or some other basic component isn't installed?