Well...there are a few things you need.
Firstly, if you haven't already, you need to download and install 'Trainz content creation pack'. It installs as a gamepack for gmax and allows you to export your model as a '.im' file to export into Trainz via the content manager.
Secondly, you need to know how to install it into Trainz via the content manager and this does involve creating a script(config.txt) that instructs Trainz of how to display and use your content. For example, Trainz needs to know that your model is a locomotive and not a piece of track...it needs to know what dependencies are required etc etc.
Take a look at the link I've provided below.
http://forums.auran.com/trainz/showthread.php?t=13474
It points you to another link 'CCGTC.pdf' that tells you everything you need to know and a lot more besides of what you need to do to get your model into Trainz.
It's alot of reading and alot of trial and error but, we all have to go through it to get our content into Trainz. I have just started out myself and have had to go through all of this just to get a basic building into the game.
Hope this helps....
Mart.