This is how to install your Castle city improvement:
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1. Run Windows Explorer and open your Civ directory. Go to ctp_data/
default/gamedata and copy the Improve.txt and improveicon.txt files.
Make a new folder called Backup and paste them in there. Replace the 
files in default/gamedata with the ones that came with this download. 

2. Take the contents of the CastleDescription folder from this mod and
put them in your ctp_data/default/gamedata/gl folder. The contents of
this mod's CastlePictures folder are to go in your ctp_data/default/
graphics/pictures folder.

3. Make sure that you have read the Readme file from this mod and 
followed the instructions within.

Now your Castle has been installed.

NOTE: For some odd reason you can build the Castle improvement twice.
Ignore this and play fair - build it once!