To put it another way, a good-looking switch (in Trainz, that is) will be two straightened segments (which need to be in a straight line) with a non-straightened piece of track branching off from the spline point where they meet. In other words, to create the switch start with a single segment of track, straighten it, then add a spline point where you will want the switch to branch from. One of the two segments will lose its straightening, so click it again with the straighten tool. The two segments should now be in a straight line again. Then add the branching track to the new spline point and do not straighten it. The straight segments can be very short, which is often necessary if you want your track to look anything like a turnout on a curve.
Note that I say "in Trainz" above. In real life, railroads often create turnouts where all of the tracks are curved, but Trainz' spline point system doesn't play nice with turnouts like that.
I'm sure this is clear as mud, but I hope it helps.
--Lamont