Do this on the cruise mode (Drive, Single Event, Cruise) and choose Scotland, then select the 15th Track.
Pick daylight and clear weather to help with visibility, then select any car. The Steam Train is about half way around the track, up on the bridge which you drive under. It's hard to miss.
Just slow down and stop the car while looking at the Steam Train, move forward and back if it doesn't pop, just keep looking at it until you hear the trophy ping!