These .stls are best printed at a “draft” setting, with .2mm layer, supports from the build plate is necessary.
The one exception is the passenger rail car which requires support “everywhere” (to support the window and door openings).
The roofs of the various cars are “friction fit – you may choose to glue them, but they will “snap on-off”; but you do have to be sure to clean the edges of support material carefully.
The wheels for the various cars are a three piece item; again their assembly will be self-evident. Cleaning the support material is, as always, essential.
The various cars connect to each other with the coupling piece, which fits into the “C” shaped connector at the front and rear of each car.