If it's DJ Hammer's R38, here are they keys to change the rollsigns:
8 - Northbound Destination (e.g Franklin Avenue)
9 - Southbound Destination (e.g Prospect Park)
0 - Route Assignment (e.g (S) Franklin Av Shuttle)
Some trains have animated rollsigns, you will need to view the readme if it has animated rollsigns.
In other trains without this feature, just edit them with Paint.NET, Microsoft Paint, etc. (OS X users, i recommend Paintbrush, Linux Users, Kolourpaint.)
The signs use the Helvetica font (actually, a derivative).