What does the error say?
Is the exporter installed and enabled? To check this, open Blender, click on 'File' in the upper header bar, then find the 'Export' header in the roll down menu. Click on that and another rollout will open showing you your all your export choices. Among them you should see 'Trainz mesh and animation...'.
Clicking on 'Trainz mesh and animation...' will initiate the export process. When complete you will be presented with the Blender Files screen, where youc choose a folder to save your export files; an .I'm file, an .xlm file, a exporter log file, and a texture.txt file(s). If something is wrong Blender will kick out an error message. you may also get a exporter log file showing all errors.