About Props: There are several different kinds. Some you just place on the set (Set Dressings). Others are usable in a scene, such as a pistol. There's also Auto-Animated Props, like the dog, the horse and even the flag pole. Some props are animated in scenes like the stagecoach horse. And cars.
Props that are used in a scene come with an ini file, making them available to scenes. Horses have a horse.ini file. These ini files, once opened in notepad, reveals a list of props, like all the horses the game uses. When a new horse is added, the name of the horse prop has to be entered into the list of horses inside the horse.ini file. Most likely a new horse prop will come with a horse ini file. So, if you already have a horse.ini file, the new one will overwrite the old one, and you will not have the old horse prop you installed before. To get around this, delete the new horse.ini file in the download, and then open the horse.ini file you already have and enter the new name of the horse there, then save it.
Guns have gun.ini files, so do ships, cars. Same applies to them as the horses.
Auto-animated props are 3D Objects that move, like the horse or the dog you put on the set. It has a built in armature that moves the prop according the animation files. Therefor each auto-animated prop will come with their own animation files. Sometimes, the animation file fails to load on a prop. Just place another until it moves. And then get rid of the one that won't.