Yes, you need to place locomotives and rolling stock on the track first in Surveyor before you can Drive them in normal Driver or Quick Drive. This is simply done by opening the Trains tab on the Surveyor interface (the tab with a train wheel on it), scrolling down the list, clicking on a desired train and simply placing it on the track.
You can choose between placing individual locos and carriages to form your own trains, or you choose a preset 'consist' where a whole train is already assembled if you just want to test the route.
I remember Trainz 1.3 used to have it that you selected your consists on the actual Driver screen, but all Trainz versions from 04 and up require trains to be added in Surveyor.
