[Stony]

Just yesterday I went thru the same situation as you did, on medium difficulty. It was VERY tough because not only do you have soldiers waiting for you on the ground outside, but there are also some in the guard towers sniping at you as well.

What I did when coming out of the building was bum rush the ground troops and kill as many as I my ammo clip would allow (was fresh out of grenades), then run to the right until I got to the wall and put some distance between me and any remaining Krauts, out of the way of one of the snipers. After that I picked off the sniper in the opposite tower, and ONLY then did the boxcar doors open and my AI comrades provided cover while I ran for the train.

Mind you this took about 15 tries. I'm sure there's a better way, but that was about all I could do under the cicumstances.