This can be done on any map. It requires $9.9 billion in cash and an unobstructed straight path across the map (no mountains). Open the Project menu, select the Maglev Train using , use and to align the Maglev Train path until it is blue (red indicates it is obstructed and cannot be built there) and press . You then need to wait 128 in game days for the construction to complete. If you are following the road map, this will be done after clearing the first scenario on the first map. You can also wait until the fourth map when you are unlocking Railway Kingdom as you will need it for that achievement.