If you have Tafweb's programme "Trainzobjectz" there is a very easy way to add vehicles into a map. (it is also essential for all sorts of reasons such as error checking and managing your content)
If you do not already have it, it can be downloaded for free from his website (but I recommend making a voluntary donation as it is SO worth it)
Once you have the programme installed, open it up and look at the lower section of the main control panel - check the box marked "maps" - and select the map you want to add to.
Now right click to bring up a submenu - Look for the command "add/remove vehicles from map" and click on that - when the new box appears on the screen, click the blue + sign and select OK - this will take you back to the list of all your custom content - Now select any additional vehicles you wish to add and press F7 on the keyboard. - Keep repeating the process from clicking the + sign onwards to keep adding vehicles.
G'day to Nij and Ian,
While there is no doubt that "Trainzobject" is almost essential for running TRS2004 and maybe UTC it doesn't work for TRS06 because of the way '06 handles its database which is different to the two previous versions. However it is generally accepted that you can do the same thing in CMP for '06. Sorry to be a wet blanket!