There are a huge variety of assets for Catenaries. Notably the European AC stuff by Wedge Antilles, though that has a steep learning curve.
Probably the easy place to start learning about Catenaries would be the stuff Tume did for his Avery - Drexel route. IDK what the current state of it is, but at one time it was on the DLS as TS12 compatible assets, of which there were about 100 I believe and fairly easy to learn to use. Its recommended to buy or get a look at a copy of the Avery Drexel Route to see how he used it, but barring that you could ask him or check around the forums for explanations.
In general its better to avoid the built in "Catenary Wires" that Trainz can put above the track, in favor of a complete catenary system including wire. I do know there are also some choices to be made about what height above the track you want the wire to be.
Good Luck,
Falcus