Go to the MyTrainz link at the top of this page, click on the "My Digital Downloads".
There you will/should find a link to your specific version of TRS19 that you have purchased. But regardless of whether you have TRS19, TRS19 PE or Trainz Plus, they will all download the same file - TRS19-SP4-Offline-Installer.exe or TRS19-SP4-Online-Installer.exe and it will be your username that decides which version you will see after installation. Personally I always use the offline installer. After downloading I save the file (9 to 10GB) to an external storage so I always have a backup copy and won't need to go through the download (and ISP charges) again if I need to reinstall.
After installing you will get the prompt to download and install the patch which will take you to SP5. Click "cancel" or "remind me later" (or whatever NO option comes up).
