How to enter a train?
I'm able to successfully board a train by dropping down from overhanging platforms, but even once I have worked my way to the front of the train the "enter vehicle" button fails to work.
How do I enter the train so I can control it?
You can't enter the train to drive it. There is a mission with Trevor in which you get the train and drive it, but outside of that in the open world, it's not possible.