Sorry. This isn't a chat room. You can't count on getting instant responses.
How many times do you want to be told that the files are okay as long as you got them from N3V?
If you got the Trainz 2009 installation files directly from the N3V website, you can safely press yes and install the software.
I don't know if you can install it on a USB. I believe that it would run very slow if it ran at all. Trainz depends rather heavily on its databases. I don't think that all those database calls would be very quick through a USB port. Other users here know the Trainz software and computer hardware better than I do.
I had a lot of fun with the 2009 version of Trainz and I think that you will like it. It does take some time to get used to the program.
(BTW. I don't have Internet at home, so after tonight when I finish visiting my sister, I may not be back online for a week or more.)
As long as the file comes from N3V itself, yes it is safe. And please be patient when you're asking for an answer in the forum, because this forum is not an instant messaging chat room.
I hope you will understand everyone's word sometimes in the future.
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