For the download station, you can (and I recommend that you) use the Download Helper; it's quicker than downloading via FTP (which you can do from the online DLS). For third-party sites (and there are plenty out there, so check the Freeware forums for the latest stuff!

), if you click on the "download" button, the .cdp file (the file type for Trainz assets) will open itself in CMP automatically after it's been downloaded to your computer (NOTE: this onlyworks if you select "open" instead of "save to disc" in your browser. Otherwise, you have to then find the .cdp, which will be wherever downloaded items go, and double-click, and then it will open itself automatically same as above).
For Amtrak content, I recommend
Passenger Content Creation,
Virtual Bech Grove, and
ProTrainz (Magicland has a nice Amtrak Pack available as payware, as well--see "premium content").
Welcome aboard! :wave: