Quote -

No offence to Posy but I had a hard time navigating the site and I could not the train.

Free Stuff page -> search -> train

Because it's a toy, it has not been categorized as a vehicle, but maybe it should...

There is also a discussion turned into a tutorial with some good hints by VK, Whazizname and other PF members about cars here:

http://www.posetteforever.com/discussion2672.html

Maybe it could be useful.

You may also ask there, as far as we know VK and others had no problems to unveil some of their techniques.

( You should better copy & paste the links to PF instead of clicking them, lol )
Good luck.

Posy