Skirlasvoud: No problem. I have mine running all across the equator.

Place ONE station down, just as a test and make sure your drones finish it and it’s operational. Then, try to place a second station and see what happens. The stations have both a minimum and a maximum range. Place the second too near and nothing will happen. Too far and nothing will happen also.
What you want to do is play with the distance to the first station until a grey line shows up from the already built station and the blueprint you’re dragging across mars. That’ll show you a connection is possible. Place the blueprint anywhere, where that grey line is visible. Once placed and finished, hover your mouse over either station and three buttons appear underneath: power, priority and one with a horizontal line and an arrow pointing up. That’s your connection-building-button, just like you have with upgraded roads. Simply tell your hyperloop station to form a connection with the hyperloop station you saw a grey line with.

It’ll take a while, but your drones will start building a subway between the two. When finished, both stations are operational between each other.

Drones themselves won’t travel a hyperloop, but resources will after drones drop them off there, which will travel the loop at lightning speed. Let’s say I have a hyperloop station, surrounded by nothing but steel factories, storage and upgraded roads. At other, more distant hyperloop stations that are connected, simple roads run out towards isolated iron mines and resource storage. The steel factories require iron.

What happens is that drones will empty the iron mine into storage, other drones along the route will take it towards the distant hyperloop station. The iron will then travel near-instantaneous towards the hyperloop station that has the steel factories. There, drones take it to the factory.

Take care where I said I’ll upgrade or place the hyperloop. I’ll upgrade my roads and place the loop near permanent sites like my factories. I don’t bother with a mine that’ll run out. The Hyperloop Tunnels and upgraded roads are some of the only investments you can't get your resources back on when you deconstruct.