A standard train consists of the locomotive/engine, wagons (passenger or freight) and usually a guard room at the end.
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Compartment and cabin would both work. The difference between the two words is that a cabin is meant for people, while a compartment could be for people, or for other things like baggage.
A gangway connection (or, more loosely, a corridor connection) is a flexible connector fitted to the end of a railway coach, enabling passengers to move from one coach to another without danger of falling from the train.
A buffer stop, bumper, bumping post, bumper block or stopblock (US), is a device to prevent railway vehicles from going past the end of a physical section of track.
A caboose is a crewed North American railroad car coupled at the end of a freight train. Cabooses provide shelter for crew at the end of a train, who were formerly required in switching and shunting, keeping a lookout for load shifting, damage to equipment and cargo, and overheating axles.
Rail joint bar, also known as railway fish plates, is used to connect two rail tracks into a continuous railway line. Related fasteners of rail connection include rail joint bar, fish bolts, rail nuts, spring washer.