Hi Lee,
Once you've downloaded a route from an external website, you use Content Manager to bring it into Trainz.
Most routes and content are in .CDP format which is a Trainz Content Package, an archive of sorts.
Open up Content Manager (CM), and choose File Import CDP...
Browse for the CDP, usually downloads folder
and Click OK.
A dialog box will open and the route will be installed. Once this is done, check the Open for Edit tab to ensure that the route has installed.
Now. If you have a yellow gear icon, you have missing dependencies which you will have to search for. This is another process which we can help you with once your route is installed.
John
ps Sorry for the formatting. I'm typing this on a tablet PC with a tiny keyboard which is very cramped.