To get it into Trainz you would have to re-texture it in Gmax, because regardless of exporting, the textures will not show up in anything other than Autodesk 3DS Max, the general supporter of .3DS files. After that, export it to a folder in .IM format, and once in Trainz, you have to use Content Creator Plus to create a config file. I write my config files by hand and is not explainable.
When I looked at the length of your station, it looked to be somewhere around 44 meters long, if you round it. NYC Subway stations are about 200 meters long for BMT/IND stations, and about 175 meters long for IRT stations. This station would therefore be very small when exporting to Trainz, so you'd probably have to scale it to about 5 times its current size.