You gotta watch the traffic lights, whatever they are called, to see if the train's coming. If it's red, then there's one coming: So you run or wait. If it's green, you're free to run through.
When you get to the target, you always get ambushed. But you have Aid Kits on the floor above to recover your HP, so don't worry. But, also, there's no hiding spots...
If you see an helicopter coming down, run from it. It'll shoot you as soon as it sees you.
Careful with snipers, they have lots of good camping places and they'll kill you as fast as Jesus admited that he's black. (Lol. Just kidding. No offense, by the way.)
Luckily, there's lots of good crap:
You can call the Air Force, whatever they are called, so every enemy gets shown on the radar/game screen.
As I said above, the Aid Kits recover your HP, which is good.
You have lots of hiding places, near the bases. Which makes it good to rush.