Many assets in Trainz require other assets to function correctly. The assets required are known as 'dependencies' and are referenced in the kuid table within an asset's config.txt. A complicated locomotive may have many dependencies including the cab, horn sounds, doors, coronas and bogeys. A map/route may have hundreds of dependencies.
Searching in Google could also reveal the location for the download of missing dependencies as many assets are available on 3rd party sites only. Remember to reduce the search down to just the numbers.
Thirdly, publicly requesting for the dependencies on a Trainz related forum may also help. If you are able to identify the creator of the asset via their unique user-kuid then you may be able contact them via e-mail or PM for more information.
Lastly, the asset may simply not be available, i.e. it may never have been distributed by the creator. It may also be available only via payware sites.
If you are not able to locate missing dependencies, you can easily replace dependencies via the config.txt of the asset concerned, i.e. a missing cab could be swapped for a present cab in order to drive your locomotive with no errors.