Hi
Generally, you lay down lower density roads first and the Residential, Commercial and Industrial (RCI) buildings fill with small buildings. Then, as time goes on and your city income increases, you can upgrade your roads to higher densities. As your residents get happier and you supply proper services (garbage, sewer, water, etc) they will build larger buildings based on the road densities.
Sandbox mode unlocks all of the ploppable buildings, and you can use cheats to have enough money to build High Density roads and avenues right away. But, you still need fairly happy sims to get them to move in and stay in the city. "Somewhat Awesome Games" at :05 - a couple of HD residential buildings. The trains - you need to make sure you have built stations on the tracks, go into edit mode on the stations to add trains. Sims will ride them if they can get to the stations. Make sure there are roads connected so they can get to the stations, and that there is somewhere for them to go. "SimValera" - the "monorail" is actually just the train tracks built high up, like a bridge. Bridges will make themselves, if you're laying a road or tracks over hilly terrain, for example, but you can also use shortcut keys press M to raise and press N to lower. The zeppelins are an add-on dlc called airships.
I learned a lot about SimCity and building in general from Sky Storme's Let's Play videos. His series for the Cities of Tomorrow expansion is probably the most up-to-date, and can give you some ideas on building beautiful infrastructure, even if you don't have CoT. There is also a Let's Play for the Base Game itself, but it was done when the game first came out and you may find some problems and issues that aren't in the game any more. Still worth a look if you keep in mind when it was made, and makes a good intro to the CoT series. His 60 second tips are also well worth the time.
Hope this clears up some of the confusion. Happy Building!