The best answer I can give you is that the colonial overlord was really only concerned with the raw materials of the colony. They didn't care, nor did they want their colonies to develop industries, it's a matter of keeping them tethered to the overlord. For example: Britain harvests cotton and dyes from the fields in India, these are sent back to the industrial centers of the UK, Manchester, Sheffield, Liverpool etc, turned into finished products, clothing, decorations and the like, and then sent back to the colonies at a rediciously cheap price to undercut any local producers. This was true in most direct control of colonial possessions. The one outlier being the Commonwealth, nations such as Canada, Australia, New Zealand and South Africa were independent and maintained their own domestic economic policies (South Africa even had a "colony" of her own in the remnants of German South-West Africa). As for infrastructure the overlords did invest some. For example the proposed Cairo-Cape Town railway which would have spanned the entirety of Africa north to south. But as with industry they generally wanted the colony to be dependent on the ruler. Keeping the native populations in their own areas made sure they did the work that the overlord wanted done. If the farmers can't leave their fields what else will they do? There were some railways, though either state controlled or state sponsored, and they were almost exclusively used for freight or transport of military/European travelers.