Talk to Anjean after you've gotten the Snow Rail Map, and she'll tell you that your next goal is to talk to Steem in the Snow Sanctuary in order to reach the Snow Temple. However, we won't be going there as of yet. Instead, direct your train course to Castle Town. As you'll notice on your way there, there's a new enemy called the Bullbo that will attack you as you travel along the tracks. These will cause a full heart damage to your train. We don't have a weapon that can get rid of them yet, so just rely mostly on your train whistle to hopefully scare them off.
Once you reach Castle Town, go to the archway where you'll see its mailbox dancing around, indicating that you have a message. Tap on the mailbox, and the mailman will come by delivering you a message. It is from Alfonzo, telling you that he's feeling better now and that he needs a ride to Aboda Village.
Go into the castle and head for the infirmary, where you'll see Alfonzo is now up and about. He'll tell you that where you're headed is full of monsters, and that an ordinary train won't be able to stand up to them. He'll meet you at the station, so just head back to the station, jump on the train, and plot your course for Aboda Village, this time only watching out for Dark Trains, Moinks, and Snurgles.
Once you arrive at Aboda Village, Alfonzo will tell Link that what he's preparing for the train may take a while, so we may need to visit Niko for a bit before what he has is ready. Head over to Niko's house, and he'll be surprised to see Link wearing soldier's clothes. He will also give Link a Stamp Book that he can use at Stamp Stations to collect stamp imprints. Niko promises to give something good to Link when he comes back with a full book of stamps. Fortunately for this side quest there's a Stamp Station in Aboda Village that we can test out our new Stamp Book with, but we won't go into great detail about where all these Stamp Stations are. However, Niko will reward us with the following prizes for collecting the listed number of stamps:
There's really not much else to do in Aboda Village besides getting Niko's Stamp Book, so head back to the train station. Alfonzo will roll out the Spirit Train with its latest addition: a cannon that we can blow away obstacles and creatures with. To use it, just simply tap on the screen where your target is while the train is rolling, and it will fire.
With our new cannon, we can now head for the Snow Realm. So plot a course through the Forest Realm tracks that are open to get there. You can practice a bit with the cannon by blowing up rocks in order to earn rupees. Just don't hit the Moinks with the cannon, or else you'll get them so mad they'll ram the train. As we get closer to the Snow Realm, however, there is a rock barrier that we need to blow up in order to proceed onward. Along the way there is a place called Rabbitland Rescue that you can stop at and offer to rescue rabbits found at various places throughout New Hyrule for prizes if you want to take on that side quest.