To pause at any time while operating the train, just tap Menu.
You will notice that there is a gear box on the right side of the screen (or the left, if you chose to use the left-handed controls.) Use this to change the speed of the train. The settings are fast, slow, stop, and reverse. The train doesn't immediately stop when you choose stop. It has to slow down for a little while before it comes to a complete stop. However, you can use Reverse as an emergency brake to slow down quickly.
There is a cord at the top corner of the screen that blows the train horn. You will need to use this to scare away animals on the train tracks. It also comes in handy in other situations that I will point out later.
To look around at the things around the train, just put the stylus on the bottom screen and drag it around to rotate the camera.
You can see the Hyrule map in the top screen. Keep an eye on this screen to stay aware of where the other trains are. Be sure not to crash into those trains.
When you reach a fork in the train tracks, a rail switch appears at the bottom of the screen. The switch controls which tracks the train will go on when it reaches the fork. You can switch it to your desired direction at any time after it appears. You don't have to wait until you reach the fork in the tracks.
Use the controls to reach Hyrule Castle Town. Alfonzo will tell you that you need to bring the train to a stop. Be sure to slow down and set the gearbox to stop before you actually reach the station. The train will need some room to slow down. If you don't start slowing down soon enough, the train will go past the station and you'll have to go in reverse to get there.