It's a two part problem.
I think the bigger question is how he made a Flux Capacitor in the 1880s and beyond to turn a train into another time travel unit.
Once he has that, he can go to the future and get the hover conversion done on the train just like he did with the Delorean in the second film. In this sense, Doc doesn't do the hover conversion part himself. He gets it done in the future, where his line tells us he's 'already been'.
But Tom's question is more like it - how did he make the Flux Capacitor (or what alternative did he use).
Of course, a little like Star Trek - you aren't really meant to ask!
'If the Apocalypse starts, beep me!' - Buffy Summers
'The sky's the limit.....' Jean-Luc Picard, 'All Good Things'
courtesy of Saquist