The Trainz Content Manager (CM) can only download from the Download Station. When you go to other sites and download to a temp folder, you then have to use CM's import function which is listed as a selection in the File menu. If the file in the temp folder has a .cdp extension you use File - Import CDP. If the file in the temp folder is a kuid folder of files, you use the File - Import Content option.
After importing anything, click the CM Open for Edit tab and if the new imports are listed, right click one and pick Select All then press Ctrl M to commit the kuids. After they are committed you should check all of them for errors (!) or missing dependencies. Ignore Warnings but fix the Errors.
Bob