There are three ways to do it.
a). If loco is packaged in .rpk file, then Package Manager must be used. This is available from the official site.
b). If the loco has been packaged using Mike Simpson's KRSTools, then use the included Assetsetup program.
c). If loco folder structure is downloaded, then it must be copied to the relevant loco folder in RS.
?:\program files\RailSimulator\Assets\Kuju\RailSimulatorUS\RailVehicles\Diesel\SD40-2 fo example
davewa