How are subway cars placed into the NYC subway system? Is there a track connection between Metro-North (or Amtrak) and the subway? If so, where would it be?
I would think there is a connection to the bronx train yards to the conrail/amtrak system. Also there is a mysterious LIRR track section south of the brooklyn line that has to run somewhere.
The answer is on this page in the ever-helpful FAQ section of nycsubway.org, which has an incredible number of answers to transit-related questions.
I’ve seen a subway car being delivered on a truck while I was riding on I-80 in New Jersey. It was definately a double-take moment.
Gee, and I thought it was done by a gigantic hand as it took it out of the box and placed it on the tracks …
Any kid who had a train set could tell you that! 
What a WAG!