Ok so I downloaded a lot of different police cars but I don't know how to use them I only have the gameplay cars and also what is a trainer and how do I use it.

You have to install them first.

You have to add the cars using OpenIV or SparkIV:

Tutorial:

 

Spark IV Tutorial

 

The trainer is a tool used to spawn bodyguards, vehicles, models, etc. 

You can also change your car a little (Colors, etc)

 

Sparkiv:http://www.gta4-mods.com/tools/sparkiv-0623-for-gta-iv-v1004-f1824