You gain control after kicking a man in the chest. Grab the pistol and start moving up through the car from seat to seat. The enemies here shouldn't be too threatening since this is sort of a training mission to get you familiar with the buttons. Once you get to the next door, there is a shotgun in the door. Grab it to proceed.
Once you are through the door, you will be attacked and have to hit certain buttons for a quick time event (QTE). Take out the man here and you will recieve a new weapon. At the end of this car, you'll have to climb out of the train to get to the next area and you'll be confronted with a few QTEs again. Once you've climbed back on top of the train, you'll regain control. Head forward and watch for enemies climbing up on the left side. Keep moving and you'll be able to drop down through a big hole in the car.
The next section is just a long corridor section. Move from one piece of cover to another and kill the enemies as you go. This should be relatively simple. Keep going until you get to a car with bombs all over it. Move through the end of this car and into the next. Walk forward to confront the man with his hands up. Get close to him and the mission will end.

