The Screenshots forum, obviously, is for posting screenshots to share with the rest of the Trainz community. You, for this issue/question, should post in the General Trainz forum. But, I will answer your question here since it was asked here:
www.auran.com/TRS2004/DLS.php The Trainz Download Station (If you don't already know about it) is a great place to download items from Auran Creators, and 3rd Party content creators from all corners, nooks, and crannies of the world. You can search Subway Stations, Subway Cars, and other stuff you may need. (Signage, signals, etc...)
Trainz-Pro-Routes (TPR): TrainzProRoutes has an extensive library of available content to be downloaded. They offer Rolling Stock, Locomotives, Trackside objects. For a subway, I'd assume you could find some stuff there like signs. I haven't checked there in a while, but there might be some Subway cars there too.
Reskinning: For signage, you could also reskin some signs. This is possible with GIMP, MS Paint, even the good old Paint program could do it. I personally use Photoshop Elements 7, which I find handy. There are tutorials on how to reskin, (try the search option here at the forums), but a sign shouldn't be that difficult.