If it doesn't, you can try restarting the game application. This will automatically download the mod into your Documents\My Games\Sid Meier's Civilization 5\MODS folder. Wait for the 'Configuring Game Data.' popup to complete.

Click the enable button on the mods you'd like to activate.Load the game application and select the mods screen.This is a general guide for installing my mods, if you need it.