If you downloaded a kuid it probably had a number (called the kuid number) which is how all assets in Trainz are identified and should be included when you're seeking help. There is also a name associated with a kuid but it is not as important since it can be easily changed.
What you downloaded was a file. The file would have a name plus an extension (ie .cdp or .zip). If it is a .cdp file you could double click it and it should install into Trainz. If is't a .zip you should be able to unzip it by double clicking and selecting extract. Extract to a temp folder so you can find it. To install an unzipped file, start Content Manager and select File - Import file.
If you don't have automatic commit selected (in Content Manager click File - Settings - Miscellaneous and the Automatic commit box is lower right.) you'll have to manually commit after installing into Trainz. The commit operation converts the file to Trainz digita format and puts it in the Database. To manually commit use Content Manager. select the Open for Edit tab, highlight everything that's listed then press the CTRL and M keys together.
