On the map view

Build Track Mouse or number pad with Num Lock down
Build Station 'F8' (on existing track)
Build Train 'F7' (after building a station)
Terrain Info 'I'

On the train orders screen

Goto Station 'G'
Change station 'S'
Change consist 'C'

On the select station screen

Change selection Mouse over or number pad
Accept selection Click mouse or 'Enter'