In your Dominions II folder, usually something like C:\Games\Dominions II, there is a subfolder called mods. Modding was added in an early patch, but if you see the Oceania hint, you should already have good enough version. Also, modding folder isn't generated before you run Dominions II for the first time after it knows about the modding support, i.e. after it has been updated. I think this has happened because you saw Atlantis' description.
Now, here's the original PR info:
"Oceania Arises in Dominions II: The Ascension Wars!
New Mod Along With A New Patch Now Ready!
Cary, NC, 16 December, 2004
Who says that you have to wait until December 25th for your gifts? Christmas comes early for Dominions II players around the world as Illwinter Game Design and Shrapnel Games unveil two new upgrades for the acclaimed fantasy title!
First, deck the halls and smite your enemies with the new official Oceania mod. Oceania is a savage nation beneath the waves consisting of mermen, tritons, and halfmen out to do what all nations want to do in Dominions II, make their god numero uno. The mod replaces the standard Atlantis realm with Oceania. While a fully playable nation the Oceania mod is also actually a "preview", as it will appear additionally in the upcoming Dominions III as one of the new nations. The Dominions III version will have even more units, more spells, and well, more of everything. Consider the Dom III version to be the super-sized version of the Dom II official mod.
Next, ring in the yule and put up your Festivus pole with the Dominions II version 2.15 patch. Necessary for use with the Oceania mod mentioned above, the patch also tweaks some gameplay features and takes care of a few pesky bugs. The tweaks include a couple of new mod commands, some spell modifications, and more. "
Oecania is the first mod available at
http://www.illwinter.com/dom2/mods.html .
You have to unzip the files in there (.dm text file that has the statistics, and a folder with a bunch of pictures) to Dominions II\mods\ folder. That is, to the mods folder under your Dominions II folder that I talked about earlier. I don't know why it isn't showing to you.
P.S. Oceania mod also changes Clam of Pearls item to also have Nature requirement, so don't wonder if you can't forge it with only W2 mages.