to start using train go to vault city talk to doctor andrews and ask for job. He will show you a way to vc train station and give quest. Lets leave quest for now, but in train station you can buy ticket for 100 caps and then reveal other train stations on map. There are 4 train stations, 1 in VC, 1 in NCR, 1 in Boneyard, 1 in San Francisco.
You can ride between these train stations:
From VC to NCR
From NCR to VC or boneyard
From Boneyard to NCR or SF
From SF to Boneyard.
One thing you should know, that you can jump out of train in middle of ride. I think thats all you need to know.