"Does a regular glass breaker for car window work on train window?"

No. The "glass" is not glass, but some type of plastic compound. Probably designed not to break so as to lower maintenance costs and "increase safety" (that is, avoid lawsuits from people getting cut on broken glass). If they were not, given the environment of people and places these cars go, there would be broken windows on every car every day.

I have no doubt that they could withstand blows from a fireman's ax.