The Thomas the Tank files are .cdp format. When you click one to download, did you chose save or open? If you chose open the helper will put the download into whichever version of Trainz you last used. If you chose save to a folder, then you use the CM File - Import CDP function to install it. In any case, after the installation you use CM Open for Edit to see if it is open, and if so, right click it and chose Edit - Commit.
Bob