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This is a rather vague question - there could be quite a lot wrong with what you have done...need more information...
For example it could well be that you forgot to create the scenario file (eg. The Grand Campaign.eug) and its inclusion files (eg. 1419_xxx.inc) in a scenario folder within the moddir...
Or it could be that you forgot to create a short cut of the EU2.exe which points to the moddir...