First-class coaches are coaches that double the points given by that route. But there's a catch, you can't use those routes for tickets or bonuses! To use first-class coaches, simply place one of your 5 first-class coach on your route along with normal cars. First-class coaches do not affect the end of the game.
They can be used on any map along with the trains the map requires (So in UK you would get 40 trains in total)