Use the path_corner entinity.
Make one pathcorner that targets the next one. Use this to set out a trach the func_train will follow, it should turn automatic on the corners, but you can set the next direction, there should be a tutorial on the site somewhere.
This should explain the path corner, change the osprey to your func_train.
http://www.twhl.co.za/tutorial.php?id=19>