The tool is the Civilization IV SDK that will work with Microsoft Visual C++ 2005 Express Edition.
Unzip the archive to
C:/Documents and Settings/{your username}/My Documents/Visual Studio 2005/Projects
if you run vista, use this path
C:/Users/{your username}/Documents/Visual Studio 2005/Projects
Next, delete the folder called Final_Release in the root directory of the CvGameCoreDLL project.
If Microsoft Visual C++ Express Edition can't find the files, make a new directory called CvCore and put all of the files in there that don't have the following extensions:
.ncb
.sln
.suo
.vcproj
.user
If you want, you can replace the generated CvGameCoreDLL with the original one to get a few bonus features reserved for the developers while still having all of the features of the normal release build.