A rail siding is a short section of railway track beside the main track, onto which rail vehicles can be diverted when not in use, for goods loading/unloading, or to enable another train to pass.
In MineMarket, a rail siding is specifically a location for train loading and unloading. Rail sidings are created as a type of transport location and are essential for modelling the despatch of material along train routes.
See how to Create a Rail Siding.