The Blue Line cars are boxy, with simple straight vertical side walls, but the Red, Green and Orange Line cars have sides which bulge outward slightly. Bend the sides outwards with a gentle mountain fold just below the windows and a valley fold along the bottom of the doors. See Tips and Techniques for more about how to do this.
After all scoring is complete, cut out the body of the train. Use a round pencil or dowel to curl the roof of the train just a bit to make a round roof.
Fold in the tabs at the ends of the car. Fold the bottom panels under the train and glue these to inside of the opposite walls (fig. 1). Your train should be a long, open-ended tube at this point.