The trainers I've used require the trainer to be running before you start the game. While you play, the trainer is running in the background.
I found a
***Resident Evil 4 trainer on Softpedia*** with these instructions:
1. release files with winrar 3.x.
2. run trainer, run game.
3. in game Press
F1 ... Infinite Health
F2 ... Infinite Ammo
F3 ... Avoid Gun Fires
F4 ... One Hit Kill
F5 ... Free Shopping
F6 ... Save Counter = 0
F7 ... Freeze Time Counter
Del .. Back To Normal
Any time press "End" .. Quit our trainer
Note: Option F7 is only for one of the mini games named "The Mercenaries".
The trainer on Softpedia is a rar file, which is why they tell you to use WinRAR. With a zip file you can use Windows' built in zip capability. Just make sure to extract the trainer from the zip file before running it.
If your trainer isn't working, it's possible that your version of Windows or antivirus is blocking the keystroke captures that the trainer is using.