In this section of the forum you may see some patch files. Such files cotain source code and thus can not be executed. They are made to make changes to the source of Simutrans to add functionality or to make changes in order to solve bugs.
If you want to try the changes made by a patch file, please have a look at http://patches.simutrans-germany.com (http://patches.simutrans-germany.com) where binaries (which actually can be executed) are placed. Sometimes in the thread of the forum announcements of werniemann or someone else may be found, which say where you can find binaries.
Or, if you want, you can of course compile your own copy of simutrans where this patch file can be integrated in the compile process. Guidelines to compile simutrans on windows can be found here: http://forum.simutrans.com/index.php?topic=652.0 (http://forum.simutrans.com/index.php?topic=652.0).
See also topic .patch files (http://forum.simutrans.com/index.php?topic=1700.0).
(Maybe put this sticky topic into help requests, or an FAQ?)
Dunno. I think it might be good to have right here where it says more or less "get patches". Things clustered too much tend to be overlooked. On the other hand, for the sake of completeness...
Lots of answers also in this thread:
http://forum.simutrans.com/index.php?topic=1700.0