You won't lose your data. They are two separate programs.
Copy your current data-folder to a new location and rename the folder to something else such as TRS22PE_DATA (Use something you'll remember if you want. I used this name as an example).
Download and install TRS22PE and let it go through its setup thing.
Once done, on the Launcher that comes up after the install has finished, click on Trainz settings and the Install tab.
On the install tab, browse to where you put your TRS22PE_DATA folder by clicking on the 3 dots on the right of the white bar with the data-folder name in it.
Select that folder.
Trainz will want to restart.
Your current data-folder will now be the one that TRS22PE uses and you will need to run a DBR.
Your previous install of TRS22 will remain intact and nothing will be lost.
You should periodically backup this data-folder anyway to an external drive. I can't stress this enough as this has saved me a few times.
Hope this helps.