Go to your Trainz directory eg; - D:\TRS2006\Docs\manuals_cd\manuals - (assuming your Trainz directory is on D: drive). Default directory off memory is C:\Program Files\TRS2006\Docs\manuals_cd\manuals
Click on Docs, then manuals_cd, then manuals. That will bring up the TRS2006's PDF manual.
Scroll down to; 17 Content Manager Plus - (The Download Station and Downloading)...
I'd recommend anyone running 06-09 to read the entire manual if they really want a better understanding of how the sim works... (a lot of reading, but well worth it).
Cheers, Mac...