Once you have registered your serial number with Planet Auran, launch Trainz. After the diagnostic check, you will see this window:
There should be a 5-digit number on the bottom-right of the window (denoted in the image). Go
here and find that number, then download the appropriate patches for your version of Trainz. Exit Trainz and install those patches in the correct order until you reach Build 44653.
When finished, launch Trainz again and click "Content" as shown below.
You may have to wait a while as Trainz builds its asset database. When that process has completed, you will see a window called "Content Manager 2.9". Here you can search for content on the Download Station, the freeware resource for Trainz. Simply enter what you want and add additional filters such as Category (Rolling Stock, Route, Train Vehicle, etc.), Author (some people have really excellent content for Trainz), and Minimum Build Version (Trainz Builds under 2.7 are no longer supported by Auran, and assets with obsolete Builds may show errors).
For more information, consult the TRS2009 Manual, a copy of which is available
here.