Well, doesn't that mean that you extracted the ZIP file into the wrong mod folder?
It is under Documents you have the mod folder. Try do it there and report back!
EDIT: I can see that the only mods you have now is from Steam Workshop, so your
mod folder is probably empty. In Mod Manager the BG mod should look like this.
![Image](https://i.postimg.cc/85bkzvCy/BG-ICON.png)