Select the train cart, then holding shift select the panzer 4 (only works with full vehicles/soldiers/props) Press tab and a place to type should pop up with yellow writing. Type g_link and the entity (in this case a panzer 4) would be attached to the platform train car. Make sure that you put crew in the cannon/vehicle you want to attach before doing so because you won't be able to crew it once attached. You can do this multiple times on things like platform cars and barges to attach multiple things (they have preset locations). Will make sense once you start messing with it. Make sure to save before because attaching some entities can sometimes cause game crashes.