You can actually say Steam where to put its files at the beginning of its installation, but that won't help now...simply try it. If you get problems disable the UAC in the first try. BI/ALEX gives the AI some new features, but I don't know how to integrate it with steam, maybe these threads can help you:
http://www.twcenter.net/forums/showthread.php?t=272823
http://www.twcenter.net/forums/showt...11#post7180711

Regarding your question about the script: Please read the FAQ: https://forums.totalwar.org/vb/showthread.php?t=84854

XSamatan