Maybe if you stated which of the Trainz versions you're using it might help.
When I create an asset, which a route is, the I choose Create cdp and save out to a folder on my drive seperate from the actual Trainz folder so I can access the cdp quickly and easily.
A Save as... menu should appear into which you type the name of the route with underscores and click Save.
A thumbnail screenshot image should be in the folder along with the route in Trainz I believe.
Angela