I finally got my Blue Comet to work by going back to basics and doing the obvious made clear by suggestions on this forum. The check list of successful steps (and trip-ups) is added for others who may appreciate the help.
1. I found my Blue Comet Serial Number (it is different from my TRAINZ one, hmmm, or "duh"

).
2. I added to the "CD Keys" in "Options" under the "General" tab. Copying the Serial Number from the TRAINZ website and then pasting it into "Options" gave the added bonus of the Serial Number being identified with the Blue Comet add-on.
3. After clicking on the "setup.exe" downloaded for Blue Comet, it was simple to paste in the Serial Number and start the installation.
4. Error messages appeared twice about one of the files being in use, but clicking "Retry" both times finally got the installation to take place.
5. The locomotives, tenders and cars were all in the "Railyard." Making them favorites caused them to appear in Surveyor.
6. The tenders did not show up in Surveyor at first, but persistence paid off and I was able to run a train!
FWIW, I used the Black G-3, its tender and all the cars for the inaugural run. Thanks to all.