You can't start an adventurer from a dead civ. I don't know if anyone knows how to revive a dead civ, or if it is even possible.
I'm not an expert on this and I think information is sparse, but I'll tell you what I've seen anyway. First, it is possible to have a king without a mountain home. When a dwarf gets a master (to study some scholarly field), they will travel to where the master is and adopt that civilisation. They do not abandon their old civilisation. If the civilisation is destroyed (and the mountain home ruined), they can be crowned the new king. However, they will be living in a completely different civ.
This can get even more complicated, because you can get a goblin to come and study with a dwarf, gain the dwarven civ and return to the goblin home. If the dwarven civ is destroyed, the *goblin* can become king! Humans can get even more complicated because humans can enslave other races when they conquer a site. Those other races become part of the human civ.
Another thing that can happen is that a civ can be destroyed, but children can escape. When they grow up, they return to the ruined mountain home. From what I can tell, in world gen they just hang out in the mountain home as militia captain. But as soon as you have world activation, they declare themselves king. But there is no mountain home -- just a ruin.
So even though you have a king living somewhere, the civ can still be dead (which, as snow dwarf said, is verified by the fact that you didn't get any migrants or caravans). Now, they thing I wonder about is whether or not you can revive the civ by making your fortress the mountain home. Paradoxically, I think the only way to achieve this is by assassinating the old king. Since you don't have caravans, there is no way to convince him to move to your fortress. But I really don't know...