I want to create a new tag for trains for my question here. How can I do this? Does an admin have to do it for me?
You need to earn enough reputation on a site in order to earn the create tags privilege. For a beta site like Engineering, that's 150 points. On a regular SE site, it's 300 points.
When you think a question needs a new tag and you do not have enough reputation to create the tag yourself, you should ask the question using existing tags and then leave a comment below your question suggesting the new tag that you think would be appropriate. A user who is more familiar with the site may be able to suggest an existing tag that would serve the purpose or, if no such tag exists, edit the new tag into your question.
In this case, a user with sufficient permissions has already edited your post and added relevant tags.