Edit:
Ok, on a second play through, I left the train, and found points of interest to destroy!
(I guess my eyes were too busy to notice the mini-map the first time around?)
The only problem now is that I never got in my mech, the danger level never went up, and I was able to pea-shoot the boss and win and just walk back not having found any additional guys. Maybe make the danger level go up with your distance from the train too?