I want to install Civilization IV Complete on Ubuntu 16.04 LTS.

I use PlayOnLinux to do that. Unfortunately, the script which is approved by the PlayOnLinux team does not work for the GOG version of the game, so I need to install the game manually.

I am probably doing something wrong as the installation never completes. It freezes at ~75%. It is still showing the message "Installing, please wait" but without any further progress. (I have to wait ~60 minutes to get to that point of the installation and then even longer to see that the installer is indeed frozen. This is really a pain as the trial and error method is useless in such a case.)

How do I proceed with the installation (in PlayOnLinux):
- install a nonlisted program in a new virtual drive
- use another version of wine - 1.7.55 (32 bit)
- configure wine - windows version Windows XP
- install some libraries - corefonts, d3dx9, gdiplus, msxml3, tahoma
- then I find the GOG installer file and proceed by the installation
- after ~60 minutes, the installer freezes

Please, what am I doing wrong?

Try with a newer version of wine. Older versions of Wine commonly have problems with large GOG installers which has since been fixed.

It always confuses me a little to see someone not running the latest stable. Which is 2.0.

I used Wine 2.0.1 stable. At 85% or so it died with an '1003' error ... no useful debug output on the console.
The game itself seems to work anyway. Did not test for long though, and only CivIV without mods.