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Screenshot of your setup? Where was Coal coming from? I presume you forgot that part in the setup?
Yes. Also, the entire production chain must be complete. So let's say the steel is to make goods. You've got to have coal and ore being delivered to the steel mill. Steel has to be delivered to the goods factory along with planks. And goods must be delivered to commercial buildings in a town/city.
By "delivered", I mean that the transportation must be running that *could* deliver these things once they become available. Not a single thing will be produced until you've got the entire chain complete.
Easiest is to start with trucks, much lower initial coats. Although I'm going for a Train Fever achievement (using of trains only till 2000) starting at 1850 and It's doable and fun.
Generally you start with something easier to setup such as Food, Fuel or ConMat, which requires just one resource producer, one consumer goods producer, a town and at a minimum a single truck line.
Alternatively, you can go straight to Steel and get a Goods Factory or Machine Factory, and run the network with trucks. As soon as you start involving trains though, you have a massive high risk investment that might bring in profit, but will just sink you, unless you have other profitable lines that can help float the costs until the line gets to the point of profit.