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Start new world on any difficulty (although other achievements require hard)
on the right panel select road tools and select stops - go to cargo/passanger and place 2 of them (passenger stops should be placed in a single city in a reasonable distance; cargo should be placed as the supply chain demands so oil stop would need to go to refinery stop)

After that on the right panel select line tool and create a new line, after clicking create a new line click on created stops, after which you can close line creation tool - achievement should pop!