Step 1) Download a challenge from the Steam Workshop.
Step 2) Open the editor, load a database, load a challenge.
Note 1) I suggest International Mutiny; you've only got the seven World Cup games to get through.
Step 3) Save the challenge again (why? I don't know)
Note 2) Not the database, the challenge. Under the challenge menu.
Note 3) I saved it with a different name, just to make sure, but I don't know if you have to.
Step 4) Start a new Challenge career, and there it should be!
Step 5) Win.
Step 6) Profit.