How do I make trains which fit LEGO rails (6 studs)?
The most common train wheels (2878) look like this:



These may be available directly from LEGO via online Pick-a-Brick or Bricks and Pieces, but it is probably easiest and cheapest to get them used on Bricklink.

If you want something cheaper, you could go with the small track-compatible wheels (50254):



That part is available very cheaply on Bricklink. These have been used in many sets, often having nothing to do with trains, but you can see how they are used to run on track in Rail and Road Service Truck (4541):



Those small wheels obviously wouldn't look great on a full scale LEGO train, but you might be able to put something together that looks alright at a somewhat smaller scale.