I would recommend going here
http://www.worldoftrainz-downloads.com/~garyp/gmaxtutorials.htm and doing the multi-textured bok and lighted house tutorials first to get comfortable with G-max. Then I would go here
http://tafweb-trainz.co.uk/tutorials.html and do the building tutorial to learn how to create more complicated structures and complex textures and the tree to focus more on using alpha textures. I would recommend creating your own texture for the building tutorial and follow plans for a building in the area you want to model. Then you'll have your own unique project, and not just a copy of someone elses work.
After a few buildings to practice, you should be comfortable enough with G-max to go to World of Trainz
http://www.worldoftrainz.com/Pages/Tutorials.htm#TRS2004 and try the flat car tutorial. There are a lot of good tutorials here. Another good tutorial is Gerard's Simple Loco.
http://publish.uwo.ca/~gerard/trainz/tutorials/
And if you get stuck on the WoT Bogey/Truck tutorial and can't get the wheels to turn, go here
http://www.44090digitalmodels.co.uk/ and look at the "Primus" tutorial to get a different view on wheel animation.

Claude