GWX Dev Team
Rule 12.23 states,
During his Movement Phase, the phasing player may entrain or detrain any unit which occupies a rail hex which he currently controls...."
The General Scenario Rule on railroads (30.34) just says that all railroads are considered repaired and operable, so my interpretation would be that you can only entrain or detrain units in the Movement Phase, not as part of the Scenario set-up.
Hope this helps!