Without the railroad, there are lots of people not being able to get to where they want to go. Of course, that means that there won't be any business that is the only mode of transportation available during the early years of mankind. The material won't be able to get to their destination thus, no businessman are able to conduct business. That is how important trains are back then. Thus, it is among the most important to construct a railroad.
You won't be driving a train in this game, but you be the one, who would be constructing it. Don't worry though as you would be using some crane to transport the materials and you won't be needing to manually repair the railroad. All you need is to pick the part and drive it near the railroad. Seems to be an easy task, but that is where you are wrong since you would need to be careful at all times since the crane is already big and carrying some parts would be hard. You need to make sure that you wont' damage the crane while you are driving towards the train railroad. You need to find where to put the part.