I'm new ... and I already need help

[Atraphoenix]

you should download first EB 1.1 then 1.2 from main site.

then install one by one to Program Files/Activision/Rome Total War folder.
if you check trivial script in the installation process (in the end stage) trivial script makes a shortcut in your desktop, windows menu.

it is advisable for you to look up "Frequently asked questions"

click this, a very detailed installation guide with pictures : https://forums.totalwar.org/vb/showthread.php?t=80270
and do not forget to install official patches : https://forums.totalwar.org/vb/showthread.php?t=109936

and of course have fun

Atra