To install third-party content such as the locomotives for example you need to use Content Manager.
Take the .cdp file and drag that into Content Manager to install the locomotive.
I recommend changing the view from Install to Open for Edit.
Where it says Filter and Install, click on Install and change that to Open for Edit.
When you install your content, there is a good chance that some of the assets are already installed such as horns, fans, and other sounds. Since these are installed, they will be left open for edit when the assets are installed from the .cdp file(s).
After the installation is complete, highlight any assets that didn't disappear, right-click and choose Revert to Original.
When using Content Manager, we recommend adding in all the columns. This will allow you to sort your content more thoroughly, such as seeing the status of assets for example. To add in the additional columns, right-click on an existing column, and click next to an unchecked column. Repeat until all columns are added. Once the columns are added, you can resize and rearrange the columns as you wish.