Raptor - welcome to Trainz and the forums
yes first register your Trainz
In Content Manager (click on Content when Launching Trainz) there is a tab DownloadStation, that will list all items there (160,000 of them)
Then on the left is a Download Helper, drag an item from the DLS page onto the Download Helper then click start.
You are allowed a limitper day unless you get a First Class Ticket
Dont download too much though, some items may not work correctly in TS2010 without some minor fault corrections.