This will not work. You need something that makes contact with both the rail and something with a different voltage (e.g., electrical ground). For the same reason, you can often see birds landing safely on a live electrical wire. Don't try to test the third rail especially if you have to ask how to test it. Even if it's not hot right now, it could be hot a second from now. It's best to treat the third rail like a gun and assume it's loaded.