When you create a terrain, all you need to do is press the "Create All" button then the "Redo Objects" button. Yet be aware, if you make any changes to the airfields or terrain you need to erase all the roads / train tracks and redo the "Create All" and "Redo Objects" process. So be sure to make the Roads your final project. Also, before pressing "Create All", be sure that all active roads / convoys are erased.
Pressing the "Redo Objects" button places the trains and convoys manually.