I'm assuming you're in Surveyor when doing this.
Open the tab marked with an icon that looks like a spoked wheel. That's where you'll find any locos and rolling stock. Highlight one from the list (scroll the list and left-click on one you want).
Click the + button to tell trainz you want to add this loco/railcar to one of the tracks on your layout (obviously you need to have some track already laid). Left-click at some point on a track and the loco/railcar should appear there.
To delete a loco/railcar from the track, activate the - button, and left click on the train.
This is pretty basic stuff. Have you read the manual?
