They are only similar in that both refer to not getting something. However, when we 'miss' something, we are late, but when we 'lose' something, we do not have it anymore.
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The correct statement is, “I missed the bus,” or “I missed the train.” It is important to understand that “to miss” someone or something can mean two things. As with buses and trains, it can mean you didn't arrive on time to get a ride.
Speak to the train staff to find out if you can board the next train with your existing ticket, they may advise you to go to the ticket office at the next station to exchange you ticket for a new one, free of charge. If you are traveling with one of the following carriers.
If you have an Advance ticket, you can get the next train operated by the same company that's specified on your ticket. If there's widespread disruption, or a very long wait until the next train (over 60 minutes), then you should be accommodated on a different company at no extra cost.
Yes, get off the train is the correct idiom. We also get off the bus and get off of the boat and get off the motorbike. But, we get out of the car. If you said I got out of the train, personally I might imagine you climbing out the top of the train, or escaping from a train that had crashed.
If you miss your connecting trainIn Europe, international rail travel is protected by CIV rules. This means you'll usually be permitted to travel on the next available train free of charge if your first train is delayed. They do not entitle you to a full refund of your order.