Here is my guide for installing with steam. Mostly I copied it from TTW, but please sticky anyways!
I bought the Alexander version of steam (since I forgot to get the real one) and figured this out a little while ago. Firstoff, download Aristeia, and install it into your C:\Program Files\Steam\SteamApps\common\rome total war alexander as you have probably have guessed. Now comes the harder part. Normally if you had a disk version of the game merely clicking on the Aristeia shortcut that is installed would work, but it targets itself at the RomeTW-Alex.exe directly, which wont work. So heres how to fix it. In Steam, make a desktop shortcut for RTW Alexander vanilla. Right click this and click on properties. Under target it should say something like:
"C:\Program Files\Steam\steam.exe" -applaunch 4770
But yours may be different, dont use mine. Copy this. Now right click your Aristeia shortcut (or any, it doesnt really matter) and paste this over what is written in target. Leave a space and paste this:
-nm -show_err -mod:aristeia
And you'll have something like:
"C:\Program Files\Steam\steam.exe" -applaunch 4770 -nm -show_err -mod:aristeia
If you are very lazy you can copy paste mine, but I wouldnt...
If you have problems please see the instructions below...
With New Steam Update:-
Spoiler Alert, click show to read: