Imperialism scenarios are pre-made game starts using not the standard random start but a "modded" setup, usually with a bit of a background story.
Your opening screen probably links to a screen containing a few scenario options along with tutorials. Others may be downloaded from various sources.
Imperialism
- Main article: Scenario (Imp1)
Imperialism 2
- Scenario is not present in (or the article has not been created for) Imperialism 2
Trade Empires
- Main article: Scenario (TE)