Load the game, and select the 'Moon' level in free play.
Make sure you're in 'build mode' rather than 'drive mode' (press
if needed).
Press
to open the spawn menu, and build a loop of track, with a station at the other end.
Press
again, and go to the bottom to the 'sci-fi' row. Spawn a crashed UFO and some alien passengers next to your train. (the aliens are at the far right of the row)
Finally, spawn a platform (not a station) by the track next to the crashed UFO. A green ring will come out of it, and the aliens will walk from the UFO onto the platform.
Hold
to bring up the Drive menu, and add a passenger carriage to your train (or alternatively spawn one from the 'construction' row of the spawn menu). Then enter Drive mode.
Use the left stick to move forward or back to the platform, and hold
to stop next to it. Pick up the aliens, and take them to the station at the other end.