Back at the factory's five way intersection, go northeast to the train station. First go around to the other side of the train, spin the spinner to send out the key and then push the lever to wind up the train. Spin the spinner to get the key back into the wall. Now head into the train.
First, go put your mammoth doll on the shelf at the near end of the 'shelf room', the two-kid doll on the center pedestal, and the two cylinders in the case to the far left. You have blue: music and yellow: mammoth story. Now go back and talk to Oscar.
He wants a ticket. Go out to the ticket counter and get the ticket and the train permission slip. The train permission slip needs to be approved so head right for the notary's office. At the first desk, open the doll's head and pour in the ink you got from the attic desk. Now put the train note underneath it, and push the button. It is now approved. Note that the door is STILL OPEN even though you were asked to close it!!
Head back to the train and give this note to Oscar. Next, give him your ticket. Since your valuables are already stowed and the train is already wound up, you are good to go! You are heading off on your next adventure.