I posted this same question a few weeks ago and got several helpful answers. Unfortunately the short answer is no. You can save a consist in surveyor, but when you place it or spawn it out of a portal it will be empty. There are 2 solutions. If you just want a loaded train to haul use the Instant Load Command. The train will load with default loads.
If you want specific loads, you will need to place and program a Multiple Industry New track at some location, drive your train there and it will load the cars with the loads you want. Conrail you are very new and probably have no idea what I am talking about. MIN is a bit complex but there is an excellent tutorial here:
http://members.westnet.com.au/nightcrawler/trainz/index.htm.
Hope this helps