The main objective of Simutrans is to transport passengers, mails or goods between different places. To connect two places you have to place stations covering each place, then build a way between the two stations (or build an airport at each place), and put a convoy which goes from a place to the other. This convoy must be able to carry what you have to transport from a place to the other. If it's a passenger's line, you have to use vehicles made for passengers, if it's a freight line between an oil rig to a raffinery use trucks or wagons made to carry oil. When goods or passengers arrive to their destination, you gain money.
Then the goal is to build a profitable network : gain more money than you expend (constructions, maintenance, vehicle's feeding).
To make a network more complex, you can make lines desserving more than two stops (it's better for passengers'lines) and interconnect lines with common stations (for example bus lines desserving the same train station which links the city ot other cities). So you can extend your network as you wish to other cities, touristic attractions and industries to transport passengers and goods between industries.
While playing cities grow and new indutries appear, plus you can extend the map manually, the game is never finished !
During the game, check that your stations aren't overloaded, that lines are developped enough to transport all that is necessary, if you play with the timeline you can take advantage of newer vehicles appearing in time, it's better to use high speed trains in 2000 than steam trains …
Infinite possibilities are your in this game.
Next tutorial : Lines