There is an Advanced Setting: 'Allow sending money to other companies.' I have it ON. How do I actually send money?
This is only possible in multiplayer.
To transfer money to other companies, you need to pen the company list menu and click "Client list" to see which clients are connected and what company they are playing for.
If you click on a particular client, you have will have a list of various options. There is one that says "Give money" - click on that, and then you are able to give up to £20,000,000 to the selected client.