If you are referring to the one where you start at a command post in a base, Yes, this mission frustrated me no end, the key seems to be laying mines to the east, (beyond the low walls at the track end) and along all the roads in from the east, and the north to north-west near the small buildings. Finally lay a series of small mine-traps on the two routes heading south to the train itself.
Mines are in abundance in the crates near the command post where you start
You need to lay anti-tank mines at all the above locations, but save anti-personnel mines for solely the east and far north areas as this is where most enemy forces come from, by the time you get enemy infantry near the train you have either lost the battle, or the train is ready to depart, so no point in AP mining near the train.
Gun micromanagement is also very important, try to get your AT guns hidden in bushes or behind sandbags, and cover the eastern roads into the station as soon as possible. Destroy tanks with them ASAP or the guns go down very quickly, always shoot the lead tank to block shots from the tanks behind with their wreckage, you should use direct control of the guns as much as possible, they tend to shoot infantry otherwise, also, check the guns don't habitually change to HE ammo, keep them AT (Unload the guns of HE ammo if necessary to force this)
Hope that helps
Regards
Jacob