You need Kingdoms for that.
Here's all you need to get started - http://www.twcenter.net/forums/showthread.php?t=417435.
Thanks for that. I have Kingdoms, but am running into problems

I have downloaded the SS6.3 1,2,3,4,5 files but don't know what to do with them
and the installation patcher, which I ran (it put lots of nice things into my mod folder), but now nothing will run - it says "Not enough campaigns or files missing"

