To enter track construction mode select the track icon the furthest right in the build category list then select an existing piece of track, usually and end piece, indicated by the red marker. It's usually best to construct your ‣ first and then start building from the track at the station.
There are three different types of track construction, Land, Supported Bridge and Unsupported Bridge.
Land tracks are constructed on the surface and the land will adjust to match your track section. There is a limit to how high or low the land will adjust to accommodate your track though. Roads and paths can cross a flat and straight track section.
Bridge mode allows you to build tracks which go over water, buildings and let you reach otherwise inaccessible areas. Bridge supports have a maximum support height of 40 while unsupported bridges have a maximum track length of 8 before it needs another support.