X-treme Express is about racing trains, which vary from North America, Europe and other parts of the world.
The goal in Grand prix mode is to get to the finish line first although on each track you race to the end and then back in 2 different races. The other modes are Tour, where you complete a number of tests and scenarios to unlock more trains, Free mode, where you can choose what track you race on and the time of day the race is on, and VS mode, where you can VS other players.
The difficulty setting can be changed to suit the player's skill level and on the easiest mode the train will never derail by cornering. On the harder modes, if the player does not slow down and move the center of gravity meter to counteract the G-forces of the corners, the train will derail. There over 80 trains in the game, some of which are themed, and 10 tracks to race on.
Source: Wikipedia, "X-treme Express", available under the CC-BY-SA License.