The second part of Midgar can be found in this post.
In part 3 cloud has managed to escape from the Shinra shoulders in the streets. Cloud at this point has fought all the battles to try to get his way out. Cloud was successful in defeating them but has no escape besides jumping off the bridge.
With that only escape cloud than jump off the bridge to land on the train just with the right timing.
At this moment the rest of Avalanche is wondering if cloud will ever make it.
Just that very moment cloud makes a BIG entrance. The door swings open and cloud jumps into the train.
Now that all of Avalanche is together, they slowly make their way to the front of the train. At this point, Cloud is shown the map of Midgar. When the train ride is over you are left to get off the train and head to sector 7.
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