Here's step-by-step instructions.
1. Download the files form the site to whichever folder you want.
2. If there are any ZIP files, extract them to the same place.
3. Open Content Manager via the Launcher.
4. If its your first time doing this, open the CM settings, go to the Miscellaneous tab and make sure the checkbox is ticked for Automatically Commit When Installing CDPs, and UNtick it for Enable Hardware accellerated Texture Compression.
5. Drag the CDP files into the main window.
6. Download any dependnecies fom the DLS you may require for the asset to work.
7. Enjoy your new content!
If it doesn't show up, check the content for errors. JR stuff shouldn't have any.
You don't need to put anything inside the Trainz folders themselves.
Hope this helps.
Kieran.