The client you download from Steam is the Underfoot client. The download is missing some files that you will need to get from another client. The list is here:
http://www.eqemulator.net/wiki/wikka...ssingFilesList
The easiest way to get all the files you need in addition to the newer zone files is to patch a copy of the client to live and use those. If you purchase the client from Steam you will get 30 days free game time as far as I know. If not, you can also use the trial to get the files. There are instructions at the page linked above.