A very simple way to do this you can find when you click on my one blog entry at the top of this post.
This is just a single text that comes up at the start of a session and can be closed and reopened during the session by the user.
For a much more in depth explanation and for messages that come up as a reaction to actions of the user go here.
If you'd like to see instructions in action in a session, try my "The Goldsboro Local" session for the very excellent "Wilsons Mills & Mt Olive" route. The session is heavily dependent on 3rd party assets, my official support thread for the session details what assets are needed: http://forums.auran.com/trainz/show...cal-session-(Wilsons-Mill-amp-Mt-Olive-route)
The session makes extensive use of techniques similar to the tutorial referenced above.