You will first need
Kingdoms Grand Campaign Mod 3.0 installed. The installer for v3.0 reads the system registry for the path to Kingdoms.exe. It automatically installs the mod using this path. If M2TW Kingdoms was installed using the default path provided by SEGA then the install location will be C:\Program Files\SEGA\Medieval II Total War\mods\kingdoms_grand_campaign_mod
Then download and install KGCM patch 4.2 before you install KGCM patch 4.3. They must be installed in the correct order for the new changes to work!
Install patch 4.2 to the folder containing your Kingdoms.exe file. The default path is C:\Program Files\SEGA\Medieval II Total War. If this is not you path, then type in the correct path when prompted for the install folder.
Next patch 4.3 must go to ...mods\kingdoms_grand_campaign_mod folder. The default path is C:\Program Files\SEGA\Medieval II Total War\mods\kingdoms_grand_campaign_mod. If this is not the correct path then enter the full path to match your installation.