Make sure you saved it in the right location. In the Worldbuilder, when you save the map, select the 'User Maps' tab and then save your file. If it is unable to save, then simply hit 'Browse' and create a new folder within which you can save your map. Make sure this folder is in the correct location:
C:/Documents and Settings/ (your user name) /Application Data/My Battle For Middle-earth(tm) II Files/Maps
The Application Data folder may be hidden and can be unhidden by following Tools -> Folder Options -> View -> Show hidden files and folder.
You should be able to see the maps in the game, having a 'hammer' icon next to them.