To disable game INTRO you need to first launch game because file "conquests.ini" will be genereted after first run. Close game and in next step add the following line to the conquests.ini file:

PlayIntro=0

File location will vary depending on where your Steam games are installed, but the path normally looks similar to this:

C:\Program Files (x86)\Steam\SteamApps\common\Sid Meier's Civilization III Complete\Conquests\

Additional if you want play in native system resolution place in conquests.ini file:

KeepRes=1

For resolution 1920x1080 on WIndows 10/11 You need to also go into properties of Civ3Conquests.exe file. On Compability tab, find DPI button, click it and turn on both checkboxes for DPI option.

ENJOY!! :D