Annoying that a game doesnt work after you bought it.
You need to switch off your antivirus. Then try again. Only solution for now.
5. You cannot install Train Fever on Steam
This is most likely an anti-virus software problem. We experienced problems especially with McAfee and AVG anti-virus software. You need to disable the anti-virus software during installation. In some cases it’s also needed to disable the anti-virus software for starting the game.