On your opening move of the round you can continue laying valid bones in your hand on the main "train", this doesn't apply to the Mexican Train. If you can't move on opening move of the round, you lose the chance to play multiple bones.
On subsequent turns you can only lay 1 bone, unless you lay a double where you can lay a 2nd bone if yo have one.
Doubles must always be "satisfied" whether your train, your opponent's or the Mexican and you must draw a bone if you can't.

Planning what bones to play on the opening move is the main tactic of this game