Hey Jarette welcome to the Trainz Forums and to Trainz.
Before you do anything else, you need to register your copy of Trainz. This will allow you access to the Download Station where there are a ton of NYC subway cars, stations, and even EL bridges.
To register your copy of Trainz, go to Planet Auran, where you created your account for access here, and put in your serial number. There's a menu option on the left for serial numbers. Simply choose your product from the list and type or copy and paste the number in. I save mine to a text file so all I do is copy and paste when needed...
If you have trouble registering, contact the helpdesk.
John