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 an MMORPG, a train refers to one or more players who are running from multiple hostile creatures 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 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.