After JP Sater jumps, go to an area with a wooden barricade and a valve. Turn the valve to open this wooden gate and go in. This area is very light, so use a flashlight (if you are still carrying it) or a lighter. Keep going through the tunnels, past a sign that says "Entry to Cave of Tears". There should be a map on the wall nearby, showing you your location.

Eventually you will reach some stairs. You will hear a voice on the speaker system welcoming you to the Cave of Tears, the grandest collection of natural limestone formations in the Devil's Pit cave system. This magnificent chamber was carved out of Silent Hill's bedrock over three million years ago by the underground steams that lend the cave its name. The dazzling array of stalactites and stalagmites you see around was created over tens of thousands of years, formed by calcium carbonate and other minerals seeping from the limestone above. Over the years, a wealth of archaeological artifacts has been discovered in and around the Cave of Tears. The central formation, known as the Devil's Cauldron, contained the bones and personal effects of over a dozen individuals, suggesting this chamber may have been used for burial ceremonies, or, as some anthropologists have speculated, human sacrifice.

Find another set of wooden stairs, and climb it, emerging at a much better lit area containing some creates and display cases. There will be a monster here, so watch out. Kill it as soon as possible.  Break some glass cases to search for first aid kits. There is a hammer near the radio in case you need a new weapon. Break and go though a boarded passage. Activate the detonator in the small room.

Go back out, downstairs, and into an area with some pumps. Get to the elevator and press the button to descend downstairs. Elevator will go a ways down. You will be ambushed by a screamer upon exiting the elevator. Neutralize it, then pick a note from an electrocuted body to add a piece of story, Mountains of Majesty, to your journal. Go through a door and find the train that Sater told you about, the Devil's Train. Examine the control panel near it. This is a PUZZLE.

Devil's Train Buttons Puzzle Answer, Silent Hill Downpour

There are five buttons on the interface: A (Blue),  B (Green), C (Orange), D (Gray), E (Red)
There is also a green light for "Train On"
and there are two lights on the bottom, "Terminal On" and "Reset"

Puzzle Solution:
The code can be inferred from the stanza you found on the electrified body. The first verse, it talks about the sky (Blue). The second verse, it mentioned Emeralds (Green). The third verse mentions a shadow (Grey), while the last verse talks about bronze (Orange).

So press the corresponding combination in the right order:  ABDC

Note: On easy difficulty puzzles, the combination will be EAC. On hard, it will be DEBA.

Board the train.