Hi and welcome to the forums.
The download station is where you can download extra content for use in the game. You already have some build-in content, but there and loads more on the DLS. Content manager is like the DLS except that its layed out differently, and it does more but no need to worry about that. You basicly search for the item you want i.e. GWR 57xx and have a look at the results. once you have found what your looking for (if its been created) you simply download it (on the DLS, click "download", an CMP drag it into the download helper (right-hand side)). For the missing dependences, right-click on the item, view dependencies. If theres a little square with DS in it, and a name next to that then drag it into the download helper and click download. This will install the assets. if its got a question mark in the box followed by a kuid number then i would search it on google and if you cant find it then post it on the forums.
i hope this helps and please ask if i can be any further help
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