Question about railroads and factories

I had one completed factory in my capital, then I started connecting my cities by railroads and then realized that for some reason I could no longer build power plants in the city.

After a bit of googling I found out that apparently once I start building railroads I have to connect all the cities to the capital to start building factories, but the thing is that I have cities on 3 different islands, how do I connect the cities on other islands with the capital? One island is especially close to the city, like few tiles away.