There are multiple ways, but you may find this useful...
Lay the single track in one direction, then start where the first track ended and press shift while laying the second track in the opposite direction. When you reach the end, press shift again to keep the two from snapping together. If you need to put in spline points, press shift to prevent the tracks from connecting to the previous laid one in the opposite direction. Then click and add your next segment.
This works for roads, telephone and telegraph poles, grass, and other splines. You'll become quite adept at pressing shift to get the track next to the one already laid down and then continuing the spline on its way to the next point where you press shift again.
Don't worry about the spacing. Once the track is in place, you can then move the spline points closer and line things up. If you need to, you can always use a spacer-tool which there are many on the DLS, or simply a level crossing, a bridge, or anything else that has two tracks.
Eventually you won't need the spacers at all because you'll judge the distance by eye. For our railroads over here, we use anywhere between 4 meter and 5 meter spacing. Our eastern railroads being the oldest, are put down the closest together. 4 meter spacing is pretty close and means the spline points overlap a bit. The western roads use 5 meter spacing because there was plenty of room when they were building. This track is spaced so that one spline circle just touches the ties of the second track.
It takes a bit of practice, but once you start doing it more and more, you'll find it's pretty easy. One more thing - avoid the already built double track. This has very bad performance in Trainz in general and is not even supported anymore, except for backwards compatibility reasons in TS12 and T:ANE.
Hope this helps.