There is a template company that should be there called COMPANY. This should be in your ..\CAPITAL tree structure as ..\CAPITAL\COMPANY
First check if someone at some stage has removed it from its location.
The second possibility is, if you are running Corporate Edition, that ..\CAPITAL\COMPANY is there, but it's for some reason an Enterprise data file set, rather than a Corporate data file set, hence the Wizard is ignoring it. (Because of incompatibilities.)
Also depends on what you want to achieve. If you want to copy an existing (modified) general ledger from a live database then do this:
1. Grab all files beginning with GL*.* and copy into ..\CAPITAL\MYGL
2. Run the Wizard and you should be offered MYGL.