Before answering the questions you pose, a bit of background on slugs. If you put too much power to a locomotive axle, the tractive effort breaks down, because the wheel loses a grip on the rail I'm not clear where you are in the USA, but in most parts of the country you'll have some experience with icy conditions. If you walk (or drive) slowly on an icy surface, you can make progress, because you're controlling the power to the drive mechanism. But if you apply too much power, the drive mechanism (whether the soles of your shoes. or the tires of your auto), lose traction, and you start to slip. The same is true of locomotives: apply too much power to the driving wheels, and the wheels start to slip. One traditional method of dealing with this (both with autos and with trains), is to apply sand to the interface between the wheel and the surface upon which it operates, to provide grit for traction. But as diesel locomotive technology advanced in the 1960's, locomotives became so powerful that wheel slip was a much more common occurrence, particularly when under load. The more high powered the locomotive, and the higher the horsepower rating per axle, the more likely to slip. Thus, a GP40 was more likely to slip with the same train than an SD40, because the former had higher horsepower per axle than the SD unit--the same horsepower was divided among the four axles of the GP, and among the six axles of the SD. Some railroads realized that if they took another four axle unit, and removed the power plant, and arranged for the bogeys / trucks of the unit to draw power from another unit, you could get the same horsepower per axle with two four axle units and a slug (total, 12 axles), as one could from two SD units (also total 12 axles). This became an economical way to deal with the wheel slip issue.
But on some properties, road slugs tended to be used on heavy trains which did not need a great deal of speed, although there were exceptions to this, for example, the Rock Island had a small number of GE U36B's which had a wheel slip issue, and used some of these with road slugs on an expedited train carrying auto parts with a fair amount of success.
However, with the advent of sophisticated electronics, and the prevalence of 6 axle, instead of 4 axle power, the need for slugs is greatly diminished. The electronics make it easier to control the amount of power to the locomotive's axles than it could 30 years ago, so the wheel slip problem has been greatly reduced, making slugs less necessary. Further, wheel slip was more a problem with four axle units than with six axle ones, and road locomotives today are almost universally six axle units.
As to how to make a slug in Trainz, I understand how one would go about it, though I've not done it (and may never do so). One would have to build the mesh, and could use available bogeys. One would also have to create an engine spec that would allow the slug to emulate real world use. Wheel slip is a problem at low speeds, not generally at high ones, so most slugs are designed to operate when the train is operating below a certain speed, and above that speed, the slug cuts out, so the engine spec would have to mimic these capabilities. I don't know if Trainz physics are designed to allow for the capabilities a slug would have. As to a six axle slug, one would make this the same way as a four axle slug, except to design it to use 6 axle bogeys.
