Have you seen this guide and the first video at the bottom?
https://steamhost.cn/steamcommunity_com/sharedfiles/filedetails/?id=949756063

You'll need the plugin to export from Blender. You need the model facing in the correct direction (travelling along the X axis) and to reset any rotation applied in Blender (CTRL+A , Rotation). The mesh must have a UV map. It can't faces with more than 4 corners, otherwise you'll get Ngon error. The easy way to solves this is in edit mode select all (TAB, A), then triangulate (CTRL+T), then Convert Tri to Quads (ALT+J).

I haven't set up a multiple unit before. You can have a look at the games own files (or a mod) to see how it's being done.

Thank for the answer.
Already I have thé addon for blender, and I know that it generate folders and mdl files. But I dont know how to setup the multiple unit in blender.
I seen in the mods, in multiple units three différents éléments: bogies, cars and chairs. For exemple, in curves, bogies has own rotation and the car is over. The chairs allows passagers to sit. Also I want to know how add engine noises. That's my problem.

I think you'd need an 'empty' as the 'parent' of the car body (and chairs if seperate). And an 'empty' as the 'parent' of the bogie and it's wheels. These 'empty' entities should be at the centre of objects they contain as these are the pivot point used in the game.

In the folder res\config\multiple_unit is a config file that specifies the .mdl files that make up the Multiple Unit train.

I've only ever replaced the whistle/horn sound, so can't help much with sound. There's information here: http://transportfever.com/wiki/doku.php?id=modding:developerinfo:soundsets