From the top of the car advance

and there will be enemies climbing out of the window to the left and shooting at this
After you have taken them all out, the top of the carriage in front of you will explode, crouch down to avoid the flying wreckage and jump into the car. Kill the remaining enemies to get into the target carriage, and pass the level after being attacked by the target enemy. Eight hours earlier, the protagonist Blake (the official translation is Blake, but it doesn't quite work) is taken to an interrogation room and questioned about the upcoming terrorist attack in New York.