Tutorial

Copy ESM folder to main game folder (Requires Alexander) and then: create alexander shortcut on desktop, 
right click> properties> destination tab and
add this leaving a space:
 -mod: ESM -nm -show_err -noalexander -movie_cam,
which will look like this in my case:
"C: \ Program Files (x86) \ Steam \ steamapps \ common \ Rome Total War Alexander \ RomeTW-ALX.exe" -mod: ESM -nm -show_err -noalexander -movie_cam
 Apply and OK, and ready to run as administrator.

it is the same for Steam and for CD.