Main Quest - Express Train for Trouble
The chapter starts with a series cut-scenes as usual and ends with Noctis taking a while to notice that time has frozen. When Ardyn appears, rush him and attack twice then pursue him to the back of the train. Respond for the dialogue prompt after you corner him to proceed.
When the train stops, you will have Prompto for company while pushing towards the rear of the train. Defeat the magitek troopers that come in from the windows as you go.
A big explosion soon rocks the train and it's up to you to prevent the swarm of magitek soldiers from getting too close to it. The game will end if the train's "life bar" which is displayed at the top of the screen depletes to nothing. This should be easy enough to do if your characters are strong enough to kill a target in one hit. Otherwise, focus on taking out the enemies that are closest to the train first then move outward from there.
The Nifs will bring a tank into the fray after a while, so warp to it and hit the attack button to destroy it, before warping back onto the roof of the train. Now for the next round, you must destroy all four assault crafts by warping into them and smashing the magitek shocktrooper inside. Doing so causes the soldier to self-destruct and take the ship down with it instantly. And while manning the turrets also work, they are nowhere near as effective as the self-destructing shocktrooper. Once all four targets are down warp back onto the train.