This is construction rather than cooking — graham crackers, royal icing as mortar, and a lot of candy — so it's worth booking with that expectation. The useful thing we were told is to let each join set before adding the next piece, because everyone's instinct is to build the whole train at once and watch it slump. Ours held together. It's the sort of activity where the finished thing sits on a shelf for a fortnight rather than being eaten immediately.
Casey