On this page of the game guide to Borderlands 2 you will find the walkthrough description of the main mission titled A Train to Catch. You will unlock this task during your stay in the Sanctuary, and as you complete the quest you will visit the Tundra Express location.
2) Varkid ranch
4) Western Bandit camp
5) Eastern Bandit camp
6) Passage to End of the Line
In Sanctuary, head to Roland's hideout  and find him at the balcony on the first floor of the building. Speak to him and go to Tundra Express through the passage in the northern part of Three Horns Divide. From there, go to the Varkid ranch . You need to set three Varkids on fire in a very short period of time in order to wake up Roland's spy. Equip a weapon with a Fire Elemental Effect with a Chance to Ignite and shoot the enemies seen in the above screenshot. It's best to gather a few Varkids in one place and ignite them all at once.
Once you manage to complete the previous objective, head to the cave  (the entrance can be found in the northern part of the mountain) where you will meet Tina. Speak to her and head to the Bandit camp . The area is well protected, including air vehicles, so stock up on ammo. You need to gather two Badonkadonks (screenshot).
The first one can be found in front of the building, on the hill to the right of the camp entrance (screenshot). The second missile is in the western part of the camp. After obtaining both, return to Tina . Give them to her, leave the garage and shortly after you will be able to collect two Tina's Damsel. Now head to the next Bandit camp  in the east.
Climb up the ladder onto the roof of the building visible in the above screenshot, place both missile in their places and arm them. The destroyed bridge will create a passage to End of the Line .
At the beginning of the path you will find Vending Machines. Buy ammunition from them, as it will come in handy during the upcoming boss fight. Follow the only possible path, destroying further groups of Robots on your way, until you reach an open area which you need to jump down to. Here you will have to face Wilhelm. Prepare your biggest guns and start shooting at him when only he appears, as much as possible before his shield renews. Afterwards destroy the robots flying around the boss and repairing his shield, as seen in the above screenshot. If you have a rocket launcher, focus solely on the boss, destroying his shield and afterwards depleting his health. After a few series he should be dead.
Now pick up the Power Core and use Fast Travel by the descent to this area to return to Sanctuary. Head to Davis  and speak to him to finish the mission. As a reward you will receive a Relic which can modify the stats and skills, including those in vehicles.
Notice! After you begin the next mission, Sanctuary side missions will become blocked for some time.