Disk drives are letters, C:, D:, E: and so on. These can be hard disks, CD or DVD drives, and USB memory keys. A: and B: were used in the days of floppy disks.
A hard disk is divided into folders. Each folder can contain any mixture of files and folders. Each of those folders can contain any mixture of files and folders, and so on. It's like the dividing branches of a tree.
Files contain programs or data.
You can look at the disk drives, folders and files with My Computer or with Windows Explorer (which is a different program to Internet Explorer).
While it's safe to look at these things, it isn't safe to make any changes unless you know exactly what you're doing. Any mistake can totally mess up a program such as Trainz, or Windows itself.
You'd be very well advised to try and get someone to show you all this face to face if possible. It's vital fundamental knowledge, about on a par with learning how to steer when driving a car.
These might be useful:
http://en.wikibooks.org/wiki/Basic_Computing_Using_Windows
http://en.wikibooks.org/wiki/Computers_for_Beginners
If I've misjudged your level of knowledge, sincere apologies.
HTH, John
