In addition to the reference manual, the user guide / vignette offers some nice tips. I was curious what the result would look like for the answer provided by @Michael. For anyone else interested, this script (GenomeGraphsExample.R) contains a complete example and creates the images shown below. I generated @Michael's two examples and an additional one with more annotation of a gene locus and its alternative transcripts.

Figure 1. All exons of the gene, followed by a specified transcript

Figure 2. All exons of the gene, followed by all transcripts

Figure 3. A different gene. This time the chromosome ideogram is included, the gene region is highlighted in red, the gene and transcript structures are displayed, exon 2 is highlighted, a main title is added, each track is labeled individually, and the transcript IDs are provided.

Have a look at section 2.2 of the manual:

2.2 Adding alternative transcripts
To add alternative transcripts you rst have to create a Transcript object. Note that the order of the objects in the list determines the order in the plot.

> transcript <- makeTranscript(id = "ENSG00000095203", type="ensembl_gene_id", biomart = mart)
gdPlot(list(gene, transcript))
  

This works with the example gene ids but needs a change with your transcript id. To use your transript id you have to change type to "ensemble_transcript_id" like so:

mart <- useMart("ensembl", dataset="hsapiens_gene_ensembl")
gene <- makeGene(id = "ENSG00000171988",type = "ensembl_gene_id", biomart = mart)
transcript <- makeTranscript(id = "ENST00000399262", type="ensembl_transcript_id", biomart = mart)
gdPlot(list(gene, transcript))