Bolts are the in-game currency to buy upgrades in the Endless game mode. During every stage, you can get three bolts by these methods: finishing a mission, getting the bolt somewhere in the stage and/or reaching stations.
The bolts can be used for various upgrades to your train. You can either upgrade an already existing wagon to perform better. You can buy a new wagon that can fulfill another task or you can upgrade your engine. Upgrading your engine will slow down the train and will allow you to move into a new biome.
Special (orange) bolts are available only once per biome and count as two regular bolts.
They are found in the third section of every biome and are necessary for unlocking the final engine.