When contractor requests a specific item to be purchased, or specific Train to be sent to them, you can always locate this item easily after clicking or tapping at the item picture in your Contract window
You will be redirected to the place in the game where this Item is located.
In case a specific Train is requested by certain contractor and you are using this Train in your Train fleet already, you will be redirected to the Train tab (Local, International or Depot) where is this Train located (or parts of this Train).