I have ridden the metro north trains while traveling in NY for work. The trains have emergency exit windows. There are handles attached to removable rubber gaskets. You pull the handles down removing the gaskets and then the window pops out allowing you to escape. I hope to never have to try it because it is a good distance to jump out of the window to the ground even if you try to hang down before letting go.
According to the news, the collision was at the crossing near Taconic State Parkway and Commerce St. Google maps had a street view of both the intersection and the railroad crossing. The intersection is controlled by a light, and there are gates, limit lines, and lights at the railroad crossing.
The latest news report I'd that the jeep was stuck on the tracks when it got hit. It appears she stopped on or past the limit line, and then tried to drive clear around traffic on the unpaved tracks adjacent to the crossing. I can see how it's possible to get stuck on those. So there were two errors: stopping on the tracks, and not abandoning the vehicle when it got stuck.
I did have to pull out the emergency widows on an Amtrak train a couple of years ago. The rubber strip pulls out in one long loop that required going hand over hand to remove out completely. And, the window then tips into the car. The window is heavy enough that it's a two person job to stow it out of the way.