The torrent from PirateBay has exactly the same files as the individual files.
I just checked your post - you are using Steam. Did you change the path of the installation?
Please check where your installation is. It should be in C:\Program Files\Steam\steamapps\common\medieval ii total war
To do so, simply right click the desktop icon of CoW, choose 'properties' and copy the line from the 'target' entry here.