Hi Roberto, welcome to FS2004
2004 requires AFCAD 2.21 and AFCAD 1.40(for FS2002) export files will not import properly. See the AFCAD 2.21 (available at Simviations downloads) documentation.
In general later FS2002 a/c (user and AI) created with GMax or FSDS2 will work in 2004. See the Compatibility Guide at Simviation downloads.
Scenery, including Terrain Mesh, should work, although airport scenery may show unexpected results, due to changes in FS2004 default scenery (and the associated facility data), like slight elevation differences, AI landing on grass or parking in buildings.
In most cases it's just try and see.

Cheers,
Dave
At that time [1909] the chief engineer was almost always the chief test pilot as well. That had the fortunate result of eliminating poor engineering early in aviation.