Wow, that was a hard one... At least 2 seconds into the game, I noticed an arrow over where the track splits. So I clicked it. Then I intuitively clicked the green bulb in the lower left corner to start the train. Once on the parking place outside the blue station (red zone), you click the green bulb again (which has now been replaced by a red bulb) to stop it. Voila.
EDIT: On level 2, you initially need to drive in reverse. So hit the lever to the right of the bulb.
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