hi Dusten
You dont generally import models, then modify. Its a creation process, and it will take you about 6 months/1 year to get to grips with GMAX and creating a steam loco.
Start with the tutorials to get a cube into Trainz, then work on scenery objects like buildings, and progress from there.
Its a long uphill struggle, but well worth the effort to get your own creations into Trainz.