Which version of Trainz are you using? If it TRS2004 or newer, it is possible using driver commands, in UTC or earlier, from what I remember, Ctrl and A caused the train to run on it's own but it may have trouble stopping at stations/industries.
In TRS2004 or newer, you need to use the Edit Session option in the Surveyor menu (when you are in surveyor), click Driver Setup, then click Edit. The screen that appears will allow you to assign the driver commands by clicking the little green arrow that appears under each driver/train (you may need to check which train is which first using the ? option that appears on the same tab as the one used to insert trains (check the frontmost locomotive)
Once the required driver commands are inserted (use Drive To to send a train to an industry/station, Drive to Trackmark to drive to a trackmark (the red arrows), and Load/Unload do as they say on the tin (they load/unload passengers/freight), click the OK option (usually a green tick) twice. Make sure you only do this for the trains you want controlled by the computer otherwise you will not be able to drive any of the trains)
If you require any further information, please let us know.
Shane