Can't get how to charge train. It accept coal, but no electricity

Ignore the slots for fuel like coal. You need to place a control station from the mod in range of a power pole. That control station then wirelessly powers every locomotive.

Thx, does train have infinite power, or it just don't showing?

The control station doesn't show the power being used, but if you look at your power grid information while the train is moving you can see it does actually use power from your power network like you would expect.