well there are alot of different ways to build a mountain. one way is to go to your local hardware store, and buy Extruded foam Insulation board you pile it up as high as you want your mountain, and you use a serated edge knife to cut it off and shave it in teh basic shap of a moutnain you want. at this point you can star putting scenic materials on it, or you can cover it with plaster, and then scenic stuffs. make sure you glue the insultion boadr together so it doesn't slide.
rember though, if you are building a tunnel, leve plenty of access inside the mountain, like at the edge of the table, so that if there is a derailment you can reach it. give lots of space in tunnel alongside the tracks so that bigger and long cars can make it through. even if you don't have anything large now, its good to plan ahead if you ever want to put something bigger on your layout.
there are many many other ways to build mountains, i can think of atleast 3 more ways right off the top of my head. i first suggest you go to your local library ( i sound a like a little kid show don't i?) and pick up some books on model railroading scenery. also, your local hobby shop probably has a rack of books that probably include model railroading scenery tips. and lets not forget the internet. there are probably indepth guides to makeing mountains on the interweb. you can try the NMRA website, which i can't rember the adress, but i know they have how to make mountains on it, becuase i have the paper printed out somewhere. its worth a look.
rember though, if you are building a tunnel, leve plenty of access inside the mountain, like at the edge of the table, so that if there is a derailment you can reach it.