Train is about a detective that crosses into an alternate universe to catch a serial killer. There's a train (hence the title of the series) that allows you to travel between worlds. The same people exist in each world but there might be some differences. For example, someone might have died in one world but still be alive in another.
My main interest with Train was the parallel universe aspect. You have to suspend some belief with this series. It's full of plot holes. The cops/detectives feel like the same character(s) from every other cop Kdrama. You have detectives investigating stuff that directly involves them. Despite this, Train ended up being a pleasant watch. It's not overly complicated or confusing. I liked a lot of the scenes with Do Won (Yoon Shi Yoon) and Seo Kyung (Kyung Soo Jin). It's only 12 episodes so you can binge watch Train in a few days. Probably makes for a better watch that way.