I had the same issue... I thought I was downloading and installing everything I needed... :(
During installation, a window will pop up asking what needs to be installed. Select the options using checkboxes. There is a tournament version of the game. You need to select it as well. :)
(it's better to select everything in general)
After installation, in addition to heroes4.exe, another executable file will appear. This is the tournament version of the game. (I don't remember what it's called in the original, I renamed it a long time ago).

