Train wheels and axles are a solid one piece. The outside rail of a curved track is a longer distance than the inside rail. Since both wheels and the axle are one piece,  both wheels make the some number of revolutions.

Wheels of the some diameter need more revolutions on the outside, longer rail to make the curve than on the inside, shorter rail. If the inside wheel could have a smaller diameter than the outside wheel then the curve could be made with the some number of revolutions for each wheel. 

In addition to that the road is banked with the outside rail being higher than the inside rail, much like our high speed highways for cars.