Haven't done a scenario in a while, so anybody who REALLY knows what they're doing, corect me if I'm wrong.

Each scenario has two files, the map file and the script file. Sorry, I don't know the extension names off the top of my head, but the script file is the one that doesn't look like garbage when you open it with Notepad.

The map file gives the initial location of buildings and such, and the script file specifies things like workers, pirates, ships, etc.
I would suggest using one of the script files from an existing scenario as a template for your new scenario. Make a copy, and do all your work on the copy, to avoid corrupting the original script file.
EDIT: Finally got a chance to check this out on my home PC. Look in the "maps" folder. The script files have the extension ".txt", and the map files have the extension ".{}".