All sounds great but I cannot see any such Configure Settings. The game screen to start simply has the Play Civil War or Game Manual as selectable, and once I press Play I get only the following choices - see screenshot.
The configure settings program is run outside of the game. It is located in your base Civil War Two folder and is named agesettings.exe. It is the same program where you put in your cd-key in another tab.
Try going into your Steam library, and right-click on Civil War Two. Selected properties. Then go to the 'Local Files' tab in that window, select 'browse local files'. This should open up the folder that contains the agesettings.exe program that you need to run.