Hmm. Well, it's not showing in your station stops, if it doesn't show there in the next few days you should contact the help desk.
Anyway once you have your author ID number, click the Content button in the Trainz launcher to open Content Manager.
Find the loco you want to change, right click on it to bring up this menu. Note the "Clone" in the menu list, always best to clone (make a copy of) the asset and edit that instead of editing the original, that way if it goes sour you can delete the clone and make another one from the original. Choose Edit, then Edit in Content Creator Plus, that opens another window.
Scroll down and look around, you can change other things like engine sounds and cabview (Interior) from here. Click the button with the three dots to get a list;
And select the hornsound you want to replace it with. Note that if you intend to upload, you also need to change it in the KUID table, but for your own personal use just save it, close Content Creator, go back to Content Manager and right click on it, Edit, Commit.