When installed using the standard installation the game is installed in C:\Program Files\HPS\Campaign XXXXXX this is the root directory of that game and the folder where you should extract all bte and cpf files. Also when installing upgrades this is the default directory for them and if you place the game somewhere else you will have to point the upgrade files to this new location.
By the way if you are still having problems getting the campaign file to work send it to me and I can try it and see what happens. Since I haven't had any problems with my games if it doesn't work in mine then you would know for sure the problem is in the file.
Gen. Ken Miller
Army of the Shenandoah