Download it where you wish, preferably well away from the TRS2004 program folder.
Unless any instructions say otherwise.....
If it's a zip file, extract the contents.
If it's a CDP or an EXE file, double-click it and it should install its contents into one or more kuid folders in C:\Program Files\TRS2004\World\Dispatcher\Downloads
A few assets are distributed as images of the original files, in which case they should be installed in the appropriate folder within C:\Program Files\TRS2004\World\Custom as if you'd made it yourself. IMHO this method of distributing assets isn't very professional.
You might also need to delete the dispatcher chump file.
You can sort out any missing or faulty assets with the excellent Trainz Objectz program.
HTH, John
