Please make sure you own a copy of Trainz that the DLC was made for. Most of the DLCs will work starting with Trainz Railroad Simulator 2019 but there might be some made for legacy versions such as Trainz A New Era.


Trainz A New Era and Trainz Railroad Simulator 2019 - pre SP2

Start off by launching Trainz as normal until you are on the Routes screen. You should be presented with the following dialog:


Since the DLC will have multiple parts, you’ll want to click on ‘Download All’ to download to ensure you install without any missing dependencies. Please note that if you don’t download all the parts, you’ll have missing dependencies which can result the DLC product inoperable which would result in having to be redownloaded.
 
Once all the parts have been downloaded you are ready to enjoy your purchased DLC. Should it not show up on your routes menu, simply restart Trainz completely and it should be there waiting for you.


Trainz Railroad Simulator 2019 - post SP2 and Trainz Railroad Simulator 2022


Starting with Trainz Railroad Simulator 2019 Service Pack 2 N3V has changed how DLCs are
handled. Instead of using the traditional in-game downloader DLCs are now handled via the Content Store. Here you can purchase, download, update, uninstall DLCs. Basically, think of it as a DLC manager. 
To download your purchased item, open the Trainz launcher and head over to the ‘Purchased’ tab then look for the DLC you wish to install. To find an item faster, use the search bar located on the upper right side (next to the ‘Store’ tab). Once you found the item you want to download click on ‘Install’ and let Trainz handle the rest.


Please note that each DLC varies in size so some might take longer to download and install than others. Once the DLC product has been downloaded simply start Trainz and go into the Routes menu to locate and play. Should an update be available, click on the ‘Update’ tab and click on ‘Update’ to install the DLC update.