I wrote a Blender FBX "how to" in the Trainz WiKi pages. Just search for FBX.
It's a basic tutorial and doesn't cover locos.
Thanks Paul, your tutorial got me as far as this https://www.dropbox.com/s/d3ljp4orgcp80rz/preview.png?dl=0 (sorry can't get the pic insert to work with dropbox)
As soon as I select more meshes then the preview just gives me the grey slate with yellow grid lines without any content.
The reason why I am trying FBX with my Blender model is because it seems to be bringing materials across and I cannot get UV unwrapping to work. FBX seems so much simpler, I just cannot get past this blocker. Any advice?