You know what they say - when life gives you lemons, create a battery.
We have all of the components, but they need to be combined in a specific order, or you'll just be making a mess.
First, combine the lemon with the copper spoon. Next, combine that creation with the zinc pyramid. Finally, combine that monstrosity with the cable.
That's apparently a battery! Return to the train and stick it into the engine-hole on the left.
That's everything - assuming you've authorised the journey and stuck the train key into the control panel on the right.
Talk to Linda and you'll be good to go!