First you will have to press a button that builds a bridge between the first and second sector of the trains station, a the end of the second platform you will face a big door that you need to blow up using a flameball. If you don't have one, just kill a few zombies that are lock-up up near the big door with the the claw that you have. Be careful not too use it by a mistake.
(sorry if the text I wrote is confusing, from Norway)
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