Well, you'll need to be a little more specific. What version of Trainz are you running? What did you use to download them? CMP or off the website DLS? Do they show in Surveyor in the rolling stock tab (F7)? If you're running '06, check the Open for Edit tab and make sure they're committed. In '04, you might have to delete the .chump file so that Trainz rebuilds it and sees them.
Norm