Ahem ... [points at picture below]
Do you see it now?
X-Com Files is a Master mod, so it appears as an option along X-COM and TFTD in the drop down menu I circled below.
What you see on your own picture is exactly what you should see when it is activated. Try starting a game and check if you have 6 agents, the date is December 1996, there is a facility called "X-Com Headquarters" and a public car in one of the Hangars.
In case that isn't your problem, sorry for being a smart ass, I couldn't resist.
xcom1 is the Original 1993 game X-COM:UFO Defense/UFO:Enemy Unknown.
If you still don't get it try checking the Folders tab in Options, it should point to where you have put the files.
Cyrillic names will show names in Cyrillic so you shouldn't use it if you don't know Russian, Bulgarian or another Cyrillic language. Unless you want unreadable names or want to learn such a language.