Some more information would be useful but look in the drive menu (probably under the Career Scenarios tab) to see if new scenarios have appeared that use your new loco. Generally a locomotive will include scenarios for a particular route and if you don't have that route obviously you can't use those scenarios. That's not necessarily the end of it though- if it is Quick Drive compatible you can use it on any suitable route (there is only one restriction I think which is that electric loco's can't be chosen for non-electrified routes) and have a look in the Workshop to see if there are scenarios for it in a route you do have.
