This is one of those things where it's "To each his/her own." My wife has done both and sometimes it's a combination of both.
A train is one sided, where the sex is more for the enjoyment of the males taking part rather than mutually among all parties. It’s also seen as a very degrading act for the female. Nothing wrong with this so long as this gets her off while she submits herself to them. I think this works for a woman the more submissive she is. Another thing that happens when a woman agrees to pull a train is she is more passive and is just there to allow the men to do whatever they want to her.
A train is not to be confused with a gangbang or group sex. In a gangbang, the woman is engaging in sex with the men simultaneously and the enjoyment is often mutual.