A train may refer to any of the following:
1. Computer training is the process of learning the knowledge and skills relating to computers or a product relating to a computer. In the link below is a full listing of training and informational starting points on Computer Hope.
2. In a MMORPG, a train refers to one or more players who have multiple hostile creatures chasing them, but is running because they're unable to handle them all. Often this player is either running to a zone where they'll be able to find safety or far enough to where the creatures return back to their original location. It is called a train because it looks like a train when the player is running with four or more creatures following them.