How can I add Civilization IV to my Steam account?
Not all games that are released through Steam support adding the version not bought through Steam to the Steam library.
This is the up-to-date list of games that support registering them in Steam. As you can see, it doesn't include Civilization IV.
However, remember you can still add the game as a "non-Steam" game. This gives you the benefit of the Steam overlay, but does not make the game auto-update and does not allow you to download the game from Steam.