[@Ammokkx]
[i]Emergency Exits
All BBS cars have emergency door opening panels and emergency exit windows. Look for the emergency information posted on each car and become familiar with the location and operation of emergency exits on the various types of train cars you ride in.
If you must get out of the train car, use the exit doors. They can be opened by following the instructions on the Emergency Exit panel located in the vestibule area of the car. The panel is clearly labeled with an instructional sticker explaining how to open it. Once the panel is open, slide the red lever to open the doors. On some cars the narrow windows in the vestibule doors can be kicked out. If you cannot exit through the doors you may have to use the emergency exit windows. Each emergency exit window is clearly marked by an instructional sticker on or above the window (the sticker will glow in the dark).[/i]

This is pulled from a train safety thing for metro north, so we'll go with this. There is an emergency exit you can use, as well as two windows with stickers marking them as emergency exit windows, they can be kicked out.

Edit: They're all obviously covered in warnings that if the car is not on the ground, you will fall to a horrible death.