You have to make a road that enables the train to reach the tunnel.
Drag and drop the objects to make a path from the train to the tunnel; the scene may be wider than the screen: in this case, move the mouse to the borders to see new areas of the game. Click at the + and - buttons to zoom in/out. When your path is ready, click 'Play' to make the train move. Click 'Stop' if you want to stop it on the way.