The train is leaving the safe zone. Music should start playing. It's the final stretch, boys. Most likely, your game should be similar to the mid game, but put into overdrive, but depending on how many people are left, getting kills on zombies should be a whole lot easier.

Focus on getting highground. Jump away from bombers. Do everything you can to avoid the terrain. Using the roofs of zombie nests that are no longer active is a tried and true method of the late game. Every now and then, you'll have to touch the train to get it moving.

Eventually, you'll either mess up bad enough that you get killed, or you win.

Not much to say here other than "good luck, brother".