Currently, you need the latest nightlies you get from:http://nightly.simutrans-germany.com/
is the serverlist. It tells you what program revision you actually need. Download this program version (r3xxx) and the exactly matching pak set. Unpack this pak set unto an empty folder; if there is already a folder with this name, rename it!
If you have pak64 or pak.german, you can press 'n' in the game to see the Serverlist dialog. It will only show server matching you installed program version. If you select a server, you will get the current state of the game (or an error message, if the server is down). If you did everything right, you can join the game. If the button is gray, then you are using the wrong pak set or program version.
After joining a game, open the player window. You should look for empty player (i.e. player who still have the starting money) and have a green box to their right or an empty slot. In case of an empty slot, select "human" and click the box to the left. This activates the palyer. Now click on the green box to the right, change the player name and set a password.
Now play as usual ...