I just downloaded this loco to TRS2006 it downloaded 5 files and the loco is showing up .
I suspect your problem is that because this is 06 content TS2009 cant see it on the D/S
Go to the onllne D/S and locate it then select download helper the file should appear in your download helper in content manager then click onto start.
If for some reason it cant find the dependencies you need to locate them and download them from the online D/S
Here is the full list of what you need
Union Pacific SD90MAC Front Truck (Weathered) <kuid:40334:89030>
Union Pacific SD90MAC Rear Truck (Weathered) <kuid:40334:89040>
Union Pacific SD90MAC-H engine file (Weathered) <kuid2:40334:89010:1>
Union Pacific SD9043MAC (Weathered) Loco <kuid2:40334:1021:1>
Nathan K3LA for 6900's SD90MAC's (horn) <kuid2:40334:100022:1>
This is the link for the online D/S make sure you have the TRS2006 trainz version ticked
http://www.auran.com/TRS2004/DLS.php
PS just check that the content it did download is not open for edit .
Click on the open for edit tab in content manager if you have a list of content showing up you need to left click to highlight them then right click and select edit and left click onto commit