The Duchess DLC is an exe file which when you click on it will try to find a Trainz install. If the installer doesn't find the correct installation then click on the ... (browse) to the right of the file path and find the one you need either TS12 or TS2010. After installation enter the serial number, that accompanies the Duchess, into Option from the Launcer. Trainz will probably do a quick database repair to install the DLC. To find the Duchess in Surveyor there are BR and LMS versions. There are ready made consists for both versions plus light and heavy.
Ken