If you have already done something, try attaching show_err to your shortcut. To do so, right click on the icon you use to start up the game and add -show_err to the end of the target line. Make sure you put a space inbetween whatever is there and the -.

In the tutorial, where it says "my_campaign", this is what the name of your campaign is going to be. If you have problems getting to these folders, they are wherever you installed rome: total war. Then, you simply click on each respective folder to get to the next one.

Sorry if im just stating the obvious, but as the posts above say, I can't do much if I don't know what you are having trouble with.