@Arizona Docent The train is used as a decorative element - the area around the train is decorated to look like a small Indian train station (which you can partially see in the picture linked below, taken by Snowleopard), as an education element as apparently collisions with trains and other vehicles are one of the threats Asiatic lions face in India, and as a place for education as I believe it is sometimes used by guides during tours for talks or to give zoo classes to school yours.
The train cars themselves were actually old stuff donated to Planckendael by the Belgian railways. Probably a cheaper way to get rid of them than to have them demolished and recycled.