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Menu(s) are .dds files which can be changed, I've done this but it isn't as simple as it sounds. You can download dds-plugin for GIMP and then you can create new GUIs with it.

What do you mean with changing map? Changing province map to something like in Victoria 2 or EU3 HttT? I don't know how they are made but probably with some work it is possible.
 
I'd settle for being able to change the country colors by editing a single file. Less garish country colors go a long way toward making the map look nicer.
 
The OP will have to register his copy of Rome here to be able to post further in this thread.