The Traincar, also known as just the Train, is a part of the Dense Woods. It is exactly what it sounds like- a lone part of a train, found by traversing the section of Dense Woods B that is only accessible from Hell.
Once inside, the train seemingly begins moving on its own but doesn't go anywhere. A red-eyed man is sitting on the bench inside. Sitting next to him and moving Madotsuki's head up and down by using the up and down arrow keys seems to allow you to progress. Upon leaving, the sky changes from blue to red and allows Madotsuki to get to Witch's Island by heading left. If M
adotsuki walks back into the train, two large-eyed creatures replace the red-eyed man. Sitting between the creatures and bobbing your head again will reset the sky back to blue and will take you back to Dense Woods B.
Interestingly, using the Cat effect on the red-eyed man makes a large red eye appear on his face while using it on the two creatures makes them angry, similar to e-Man.