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The latest version (of Twilight anyway) is 2.04 so if you're not seeing that you'll need to update.  If your game is a digital download, it should automatically be updated by the service you downloaded it from.  If it's a retail unit then you'll need to register your game's serial numbers to get updates from Stardock.

The Ultimate Collection/Edition should install both the expansions.  If you've not got any shortcuts for the launchers, just go to the install folder and look in the Dark Avatar or Twilight directories for them.  The install folder will vary depending on how you got the game - for example if you downloaded from Steam it'll be in the Steam programs folder as usual.

You should check out the Modding section of the forums as well, if mods are your cup of tea.

Thanks...now I am having another problem...Last night/early morning I was playing the game and now as of the time of this reply the game will not play!   How do I fix that??????

Go back to the same folder, try and run the program itself (GC2TwilightOfTheArnor.exe) instead of going through the launcher.  Unless you've already tried that, in which case I don't know.

Please open your debug.err file in notepad, and copy/paste the contents into a post here. This will give us some technical information that can help troubleshoot your problem. The location you'll find the debug.err in varies depending on which game you're playing:

Dread Lords: My Documents\My Games\GalCiv2
Dark Avatar: My Documents\My Games\GC2DarkAvatar
Twilight of the Arnor: My Documents\My Games\GC2TwilightArnor

Older versions may store the debug directly in the location the game is installed at.

Be sure to copy the debug immediately after the error occurs; if you start the game again, the debug will be erased and recreated for the new session.