Move to the end last car if possible. If this is not an option, you can jump from the space between the cars or the door.
If you have time, wait for the train to slow down as it rounds a bend. If you jump and land correctly you will probably survive but you increase your chances if the train is going more slowly.
Stuff blankets, clothing or seat cushions under your clothes. Wear a thick or rugged jacket if possible. Use a belt to secure padding around your head but make sure you can see clearly. Pad your knees, elbows and hips.
Pick you landing spot before you jump. The ideal spot will be relatively soft and free of obstructions. Avoid trees, bushes and of course, rocks.
Get as low to floor as possible, bending your knees so that you can jump away from the train.
Jump perpendicular to the train leaping as far from the train as you can. Even if you jump from the last car, jump at right angles to the train. Your momentum will carry you away from the wheels.
Cover and protect your head with your hand and arms and roll like a log when you land. Do not try to land on your feet. Keep your body straight and try to land so that all your body parts hit the ground at the same time. You will absorb the impact over a wider area. If you land on your feet you will most likely break you ankles or legs.
Do not roll head over heels as if doing a forward somersault.