I know that you can create your own nations in Civ IV complete with custom special units, buildings, leaders, etc.
You'll have to download pre-made civilizations, or do a bit of research to learn how to make your own. It's not very difficult and you don't need any additional programs or coding knowledge to make your own civ.
If you go to civfanatics.com
you should be able to find all the information you need in the forums.