If you want to add a locomotive or wagons to your scenario which are not in the default content of the game, you need to enable it's provider.
First click on the blue box with the orange triangle in the object list. On the right side of the screen the list of the available providers will appear - maybe you will have to move your mouse over it to fly it out.
There you search for the name of the developer which has built the loco, you get the name usually from the delivered manual or readme files. In this case I added the Challenger addon, built by IHH.
This one has a bit of special placement, as the loco consists of two parts, the front wheels and the loco itself plus the tender. Other locos may have similar placement rules, so you should always check the manuals that come with it. Once you have finished placing the loco you will need to add a driver to it. It's the icon with the driver's hat in the top flyout box on the left side.