Not to be rude, but Railroad Tycoon and Railroad Tycoon Deluxe will not run natively on Windows systems.
You'll need a copy of
DOSBox. Latest Version is fine.
I'm not sure if this is ok, but I used
this Tutorial here, on the website.
Running on max cycles seems to be fine.
Note - When laying track, turn off num-lock. Turn it back on to scroll around the map.
Enjoy!