Yeah, unless you're using some old build, or have a weird non-karajorma-faq folder setup, or are missing mv_effects, or have an odd table like a modified species_defs.tbl somewhere in data interfering with things (or if you don't have the Zetas, maybe you NEED a species_defs.tbl), if "the files" are all there, it will work. Col. Fishguts is mostly right; however they are visible from the side at a rear angle, like in the picture you posted. IIRC this is a known HTL problem, but I dunno, that part of the code is beyond me.
Course, from the picture you posted it looks like the 'trails' you're referring to aren't trails at all, just really long thruster graphics. Specifically, thruster02-01 (but a different, older version graphic than what is in mv_effects, as CP5670 and Mars are talking about), but I'm just guessing here.
Where did you get these "the files"? I'd like to try those graphics myself, variety is fun. Is there somewhere to download really old mediaVPs?
Play around with a
species_defs.tbl or
(something)-sdf.tbm.