If you still have questions regarding animation or content creation in general, first search the Content Creation Forum and if you thoroughly exhaust your search, place a post in that forum and some one will be happy to offer some pointers.
As Bricey noted, the World of Trainz website has some good tutorials to get started. Look at the fan animation to get a good basic understanding of a simple animation of an object rotating. Rotating objects is probably the most common kind of animation in trainz, unless you're talking about animation of drive gear on a steam locomotive and for that, you'll need to learn about creating and animating bones.
The most important (and basic) thing to understand is that you'll be animating dummies and bones, not the objects themselves. The objects are linked to the animated dummies and bones. The dummies will need to be created in top view to keep the world alignment correct or you're likely to get objects flying all over the place. Bones are very difficult to create in top view, so once they're created, they have to be unlinked, perform a Reset on them (which realigns them to the world origin) and then relink them for them to work properly.
I suggest starting with some simple rotating animation to get the feel of it and then you can move on to more complicated animations. The secret is patience and asking for help when you get stuck. There are some very knowlegeable members here that are always glad to help.
Mike
PS: you might also try Paul Hobbs' tutorials here http://www.44090digitalmodels.co.uk/tutorials/gmax2.html
I found them very helpful for animating drive gear on a steam loco although I did find a couple of small errrors in the tutorial.
