I don't have a Steam installation, but a player who does was asking in the AGEod CW2 forum about how to change display options and explained a few things. From his reports, there is no link to 'AGESettings.exe' installed in to the Start -> CivilWarII menu. The desktop starts 'autorun.exe', where there no option to start it either.
So without previous knowledge of AGEod game, a player will have no idea of the 'AGESettings.exe' program, nor how to start it.
When installing through a non-Steam installation file the link to 'AGESettings.exe' is installed. It's the 'Configure Settings' link:
