The lastbut vitally importantstep is to run the initialization routine from the main movie. This process uses the Call action. The Call action "calls" any labeled frame script in any movie clip, in this case, the Script movie clip. The playback head of that movie clip does not actually move to the frame. The script there is simply executed.
Now the main Timeline calls the initialization script and then loads the movies. The rest of the movie will work even when the Subway and Tunnel movies are still loading. If we kept the Subway and Tunnel movies in the main Timeline, we'd get stuck in the movie waiting for these large animations to load.