Welcome
Hello ZD-Coal-Train,
Nice to see a new Trainzer coming onto the forum and even using Original Trainz! I started with that too many moons ago, shifted to UTC then onto TRS2004. I stuck with 04 because it does everything I want and as I created routes it means they are available to a wider 'audience'.
I never use the Download Helper, it doesn't seem to work for me anyway, just goes and sits in a corner to sulk. So I download everything using the ftp link.
When you get the main asset showing in the DS station (the loco in this case) and click on Download with any luck the next menu will be the download choice, that is Helper or ftp, but below that should be listed all the dependancies required to get your main asset to show in Trainz.
If not then do as you have, post here or on the dedicated Original Trainz page and some helpful soul will come up with the supporting asset you need. Once you have the kuid you can type that into the search option on the DS and up it should pop.
Enjoy you Trainz, try not to get frustrated, we can all easily do that at times but it doesn't help it run and only makes you bad tempered. People on here are ready and willing to come to your aid should you need it.
God Bless a new Trainzer,
Angela