The steps to do this in TS2010 (and I assume the same for TS2012) are to start Trainz,
Click Route,
If you have a session highlight it and then click Edit Session otherwise click Create Session,
Click Train Tab (or press F7),
Place loco and rolling stock,
Click Train Mode (or press C),
Click Get Consist (or press G),
Click on loco and enter name for the consist in the box and click the Check Mark to save it.
Bob Weber