There isn't any setup file just copy the files into your directory and run them from the batch file. Works a treat!
Just a little update the diplomacy is much more pro-active now but it may be too much for some. Map information is generally quite easy to come by now, for a few hundred florins a time depending on your relations with the factions. Ceasefires are definitely possible now - although again this might have gone too far for some - Spain attacked me within one turn, to offer a ceasefire the next! I refused to see if it was the threat of being ex-communicated but it hasn't happened yet so seems strange. However I then asked to ceasefire, demanded trade rights AND a thousand florins and they accepted. So I think it's an improvement for sure, but it might have gone too far the other way for some