If the mod is not installed automatically even after unsubscribing/restarting the game, here's detailled instructions to reset the download and try again.

- first, check your game files integrity, instruction to do so are here :
https://support.steampowered.com/kb_article.php?ref=2037-QEUH-3335

- second try to 'reset' the download:
Unsubscribe to the mod
Close steam (not just the windows, the compete program, in doubt restart your computer)
Delete all the content of the civ5 cache folder (\My Documents\My Games\Sid Meier's Civilization 5\cache)
Go into your civ5 mods folder (\My Documents\My Games\Sid Meier's Civilization 5\MODS) and delete any file or folder named like this mod.
Launch steam then civ5 and subscribe again from ingame.

- third, the last chance:
If there is a file with the extension .civ5mod in the mods folder, you can manually extract it there using 7zip or winrar (it's a renammed 7zip archive)
Sometime the file is not copied from the Steam temporary folder (usually a subfolder of C:\program files (x86)\Steam\), you can do a search for it in steam folder (including subfolders), and copy/extract the .civ5mod file to the mods folder

If all this have failed, please contact steam support, at this point I can't help you anymore.