@Elmet... I have the Steam version as well, so here is where I placed the files:
C:\Program Files\Steam\steamapps\common\Elemental Fallen Enchantress\screens
It will ask to overwrite files, just tell it YES... Heavenfall included files to undo things if you don't like the changes (Backups.rar). It shouldn't be a big fuss to get it to install, as long as you are installing to the correct directory. Hopefully you can get it worked out... I am sorry for your troubles.
Have a blessed day,