To install the Monorail layout:
Install TRS2006 and SP1.
Run TRS2006.
Select the Manage Content option, which invokes CMP.
In the CMP menu, File > Import CDP's.
Navigate to the C:\Program Files\Auran\TRS2006\Docs\manuals_cd\extras\Monorail folder.
The official instructions say to select all nine CDP files in this folder and then click the "Open" button. As this seems to confuse CMP, it might be better to process each of the files separately, one at a time. If after installing these files some missing dependencies are reported, it might help to commit all the assets which are currently open for edit. There shouldn't be any need to download any dependencies from DLS.
After installation, the Surveyor and Driver menus should show a layout called "Monorail Demo 2" with a Driver session of the same name.
BTW the same monorail layout and rolling stock was also available for TRS2004 free of charge from a third-party fansite but it might no longer be.
HTH, John