The train horn sounds are not music and have no lyrics, nobody is going to know if the sound came from you recording it from a real train or not.
I could not imagine it being a copyright claim, how to claim things like that is beyond my understanding. Music and television shows are another thing. But, if you really are going to be safe, I guess you should do what
@Therock said. I just don't see the point for a sound like a train horn unless it is mixed with music or something like that. By the way, using Audacity to capture the audio of train horn while playing back a clip will do what you need.