Hi Mattew ..
- Disable anti virus softwrare if installed
- Make sure the firewall is turned off in System Preferences > Security & Privacy > Firewall
- Make sure Gatekeeper is enabled
Open System Preferences > Security & Privacy then select the General tab.
Make sure either Mac App Store or Mac App Store and identified developers is selected. If that area is grayed out, click the padlock icon to proceed.
If nothing above helped, try contacting the Trainz Railroad Sim 2 app developer > Trainz Portal - Powered by Kayako Fusion Help Desk Software
If you do not hear back within three business days, contact Apple > Apple - Mac App Store - Contact Support