The railway station is where you can send off goods and get rewards in return. It unlocks at Level 5.
There are 3 trains that unlock at Levels 5, 14, and 25. You need coins to buy the second and third trains. Each train can have three to five railcars. Trains take a maximum of five hours to return with your reward, but you can reduce that time at the Academy of Industry. To send off a train, load it with the goods specified on each crate—you get experience points for doing so. When the trains get back, they'll be loaded with construction materials, tools for expanding your town, products for upgrading the barn, or mine tools.