The Train is also the spawnpoint, or where you spawn in The Plaza. The Train also goes two ways. It has one annoying feature (perhaps a bug) where if you don't sit down, you will fall off the train and die, due to the railings being NoClipped. It travels usually between the Plaza and the Boardwalk. If you want a shortcut, that is the way to go! If you go on the train to use the shortcut, you can find the morse code of the Lighthouse (see article here).