So I got Civ 4 after some years of not playing Civ games, I think I did Civ 2 last time years ago.
I tried doing one game but did not see my treasury go up from 0.
What am I doing wrong?

It would be great to see some screencaps of your financial advisor (F2) and your cities. There are many possible reasons why you're not making enough money: overexpansion (crippling city maintenance cost, that is, settling too many cities without the economic infrastructure to maintain them), working the wrong tiles, setting the sliders in suboptimal positions...

Not to mention that for much of the game, making a straight profit is nigh impossible as the money never reaches your coffers due to either the waste of various civics, or moreso no markets or banks for it to collect into.

Sorry did nto get screen caps.
Just seemed odd because this happened at start.
I started the game by clicking More > Other > Civ 4: Beyond the Sword thinking I had to do that to have the expansions active. Built my first city and spent some turns doing nothing more than exploring with the Scout, building a Worker, a Warrior then another Settler. The whole time I did this right from start, nothing, not once did the Treasury go up from zero.

Well, you need to actively pursue making money! ;)

You begin the game with the science slider at 100% (top left corner, just below the gold counter) since at the very beginning of the game there's really no reason not to. In order to make money you need to lower the slider. However, money is not that important at the beginning -science is. So you spend the first turns trying to keep the science slider as high as possible, usually by getting money gifts from the tribal huts in the map.

Later in the game, you have more cities and units, and you might even have switched to a civic that costs maintenance. Now you need to produce money! The science slider (the only one that you can use at the beginning, later culure and espionage will join) will automatically be lowered so you make enough money to pay your maintenance costs. By then you should be working some tiles that provide commerce (the big coin icon); the percentage of your commerce that is not converted into science turns into gold (the little stack of coins). This gold is the money that you use to pay for maintenance and negotiate trade deals with other civs.

Sisiutil's excellent Strategy Guide for Beginners have sections about gold, commerce and maintenance (among other topics): https://forums.civfanatics.com/threads/sisiutils-strategy-guide-for-beginners.165632/

Keep in mind money doesn't do much early on and even mid game too. Money seems to exist solely as a limiter on science (and eventually espionage and culture). You need to keep your finances good to have your science as high as you can get it.

You can also use it to make trade deals with other civs (technologies, resources, world map, bribe to declare war), but these options come later in the game.

Right, as well as eventually to rush production with the rigft civ, But I think if you can afford to save money to trade for technology or war, you can afford to save up espionage instead and steal the technology and use the technology to pay for war etc. (also you can change their state religion to yours and make it cheaper!)

Resources, yeah, but the ones that are necessary, they ask for too much. Mostly resources are traded for other resources you have extra of.

Looks like you have to be more aware where you start your city. Look for areas that allow your city population to grow. The more people in your city the more productivity which translates to more money. You can see what each square produces by clicking on it. I don't remember if excess shields translates to spending money. However, I do know that if you put citizens on squares with trade symbol, you get money. To get the best benefit out of it, you need to build a market as early as you can. Also, be aware that producing units places a burden on that city to continue to pay them a certain amount continuously. If your city is unable to pay for them, it dips into your treasury.

Or, if absolutely necessary, sabotage an AI civ's production. I had one where I was trying to get a particular wonder I really wanted/needed (I can't remember which anymore ... probably the Internet) and I couldn't speed my own production quickly enough, so I sabotaged the AI civ's production at least once just to slow it down enough. Was costly, but I had plenty of money at that point, in that game.

Yeah but how do you determine which city if any is working on a Great wonder?

Oops, I thought we were talking about Civ3, where the F7 screen tells you which AI Civ's cities are working on which Great Wonders. I have Civ4, but haven't gotten into it, so I don't know if it has a similar function. Apologies.

I believe you would need a diplomat to see what other nations are producing at the moment. I could be wrong. Haven't played CIV IV in a while.

No diplomats in CIv IV, but there is a espionage mission, "Investigate city", that grants visibility of a city, including what it is currently building.

On the other hand, the AI (just like the human player, really) tends to concentrate their wonders in the same city, usually their capital.