IIRC, you have to create the Train folder, and the Railway folder yourself, and then create a Sound and Route and Object folders in the Railway folder. Also, for future references, you need to download all the dependencies listed on that webpage (Tao, SDL, and OpenAL), which are files that need to be put in the OpenBVE folder aswell. (With the exception of OpenAL which needs to be installed onto your computer with an installer) Also, in the Route/Train selection windows, you have to navigate to the Train and Route folders manually. (Sorry that I have not told you that earlier, as it is probably the reason why you could not see the routes in the options in the first place; I just remembered that you had to do it)