Paste Civ5ArtDefines_VisEffects_Expansion2.xml into {Your Games Folder}\Steam\steamapps\common\Sid Meier's Civilization V\assets\DLC\Expansion2\Effects and click yes to overwrite existing file.

NOTE the default location for your games folder is C:\Program Files (x86).

NOTE it is a good idea to back up the original file somewhere safe just in case.

The reason I did it this way is because I found that placing it into the ...\resource\common folder does not work any more and has not for some time as far as I can tell.

For best results please give Grenadier the PROMOTION_ANTI_GUNPOWDER promotion so it throws grenades before melee attacking like the zulu impi.