You can split rail links between different areas in a single Network action during the Rail Era; the two rail links do not need to be placed contiguously.

This is supported by the following from page 12:

• "If you performed the Network action to build rail Link A, it would be possible to build a second rail Link B in the same Network action (as long as you could pay the required cost, and consume the necessary coal and beer)."
• The yellow shades in the diagram denote valid link placement "as they are all rails adjacent to your network."

This means that, as long as each rail link you place is adjacent to your network (which includes any location with your industry tile or any location adjacent to one of your links), you may place them in different areas, not necessarily contiguously.

Source: page 12.

Source: Core Rulebook (pp. 12, 6, 7, 8, 9)