Hello there. So I've finally found a way to have the models working. I've lost my mind a quite bit, spending a good part of an evening to find out what the problem was.
Here is a tutorial on "How to convert .s files to 3ds -> Blender" (also for personal use)
-1 : Ask the permission to the modder.
0 : Be sure to have Microsoft .NET Framework 1.1 installed
the next programs are fairly old and those are written in that language. You need this otherwise they will not work (guess where I've lost my mind!).
1: Download these 2 programs: "Trainsim Zipper" and "Shapeconverter"
these are somewhat difficult to find, but they are free to download
2 : Download the mod you have the permission to download.
3: Open the Zipper and set the upper box to "UNICODE", then drag&drop the mod's folder wherever you feel like inside the the Zipper's window. The ".s" files are now uncompressed (to re-compress, put the files again in the window as before).
4 : Now switch to Shapeconverter. Using it's tool select the (uncompressed) ".s" file wanted. It will be converted into a ".3ds" file.
5 : Autodesk ".3ds" files are importable into Blender by default, using the "import" functionality.
And work starts form here! This model is a work of art for me and represents my target as a modder.
Now I'll see how to attach the textures (already available) to this beast.
See you later!