Around the cities you will see a lot of symbols (like corn, carrots, cow, ...). Each symbol indicates a rural business. Simply build a train station next to five rural businesses (press
, select Construction menu, then select a small train station). Make sure that the circle of the rural business is green while building so that it is within the radius of your train station. After placing five train stations next to five different rural businesses simply build some rails and connect the five train stations with the rest of your rail-net (or simply your home-town if you're just going for this achievement and don't have any other rails yet) and the achievement should pop.
Note: You don't need trains driving between the rural businesses and a town for this achievement to pop. And if two or more rural businesses are close to each other you can also build a big train station with a bigger radius between these businesses to connect everything with fewer train stations.