A cab is the little house attached to the top of a train engine, called a locomotive. It's kind of like the driver's seat in a car - this is where the engineer sits to control the train.
From the cab, the engineer can operate the brakes (which make the train slow down), the throttle (which makes it go faster), and the horn (which makes a loud honking noise to signal to other trains or people on the tracks that the train is coming). They can also see all around the train to make sure there aren't any obstacles in the way or people on the tracks.
The cab is typically made of metal and has windows to allow the engineer to see outside. Inside the cab, there are usually several different controls and gauges that the engineer needs to use to operate the train safely.