I'm having trouble figuring out how to make a train where robots would use supplies from the train to go out and build a new location. I have a personal roboport in the wagon grid and logistic and construction robots in the wagon but nothing is happening. Maybe I am missing something or its not possible? Thanks!

It seems to be working for me, as far as I can tell? I tested with a cargo wagon, personal roboport, portable reactor for power, construction bots and materials in the cargo wagon's inventory, then start ghost-placing/blueprinting/deconstructing. I haven't tried it with an active train though, with actual stops and everything, just with a stopped train and no schedule.

I don't believe logistics bots will do anything in train grids, since trains can't make logistics requests