civ5mod file by copying the mod's Steam Workshop URL into steamworkshop.downloader See the General Installation instructions above.
If it still doesn't, deleting your cache folder in My Games\Sid Meier's Civilization 5 will force the game to redownload all your currently subscribed mods (this does not affect your saves).
If it doesn't, you can try restarting the game application. This will automatically download the mod into your Documents\My Games\Sid Meier's Civilization 5\MODS folder. Wait for the 'Configuring Game Data.' popup to complete. This is a general guide for installing my mods, if you need it.