Sophistication of combat depends on your difficulty level. At higher levels, your main problems are the numbers of opponents, which can reach as many as a dozen-or-so men. To pick the target, you only have to click the RMB on it. To do that, you can use active pause beforehand (spacebar). In the game, there is a cover system present. They are more difficult to come by while you are inside the train, and opponents hide behind crates, tree trunks and stones.
The best way to remove them from there are explosives. It is best to have as many of them as possible (you can buy them in cities from local gunsmiths, but also from bandits or soldiers) and use them often. After the battle, if you win, you will receive at least one back, from the dead opponents. Each of the crew members, should also be carrying medicine or healing herbs. You can buy them from Native Americans, in their camps, or in drugstores in cities.
First of all, you have to eliminate opponents with explosives (after the opponent approaches the edge of the screen, an icon will display, informing you of what kind of weapon he is using). They can kill quickly and destroy both the train and cargo quickly. Sometimes, there are braver opponents that enter the train and fight at close quarters - each one of the crew members should have, at least, a cheap knife for melee).
Damage done to the train needs to be repaired (only a crewman with Mechanic skill), when the resistance level drops to the alarming level. After a carriage is blows up, all inside die. If your character dies, the game ends. Also, you should be wary of fires and put them oout before they spread.