For After the War, the files go into the install directory, over-writing any files that are there. You might have extracted files there but not overwritten files. If you have to pay Materials to build farms the After the War mod is not installed correctly. The After the War mod changes the cost to build a Farm/Imperial Farm from Materials to Gildar, for starters. 
For Expanded Factions and Artifacts sub-mods, extract each entire archive to:
Windows 7 and Vista- "C:\Users\*YourUsernameHere*\My Documents\My Games\Elemental\Mods\" (replace *YourUsernameHere* with your username)
Windows XP- "C:\Documents and Settings\*YourUsernameHere*\My Documents\My Games\Elemental\Mods\" (replace *YourUsernameHere* with your username)
They have to be installed in the operating system partition (as above) for them to be recognized by the game. If they are they in the install directory they won't be read.
Try these suggestions out, and tell me how they went! If you have the mods installed correctly (as above) and are still finding it hard, I can give you some gameplay tips. But I don't think the mods are installed correctly on your computer currently. If they are correctly installed, for starters, Farms will cost Gildar (After the War mod), there should be extra factions and Sovereigns to choose from when you start a game (Expanded Factions sub-mod) and there should be artifacts and mounts notable pickup locations (Artifacts sub-mod), and Dungeons, ie. single or multi-level tactical battle sequences, with rewards and difficulty based on tier (Artifacts sub-mod).
