I have been wondering myself… but since it looks like passengers transfer from bus to train and from one train to another without specifying any unload commands I assume cargo would behave the same!?
Besides, cargo is programmed to take the fastest route possible, that means that when necessary it could switch lines. However, I am not sure if you get to say at which stations the line switch happens. If this is true, with some clever planning you could create transfer stations similar to the ones in OTTD.
