While the sound system isn't super in Trainz in general, some locomotives have better sounds than others. People have also uploaded horn and engine sounds to the DLS and they can be used by substituting the sound used on the locomotive with one of the ones you've downloaded.
This process requires editing the config.txt file and changing out the 2 references to the engine and horn sound KUIDs with those that you downloaded, and this process will only work on locomotives obtained from the DLS or installed via CDP files obtained elsewhere.
