Look left and deploy the Spindly Torque when Set Roth gives you the go ahead, then leap onto the bridge. It's a relatively straight path from here. Just keep an eye on things and try not to fall off.
Keep the Rocket Launcher aside for giant robots and turrets. Use your other weapons to take out the more common foes. Clear out the top, then the bottom, of the first train car and pick up the Rock Launcher before continuing. An auto turret will start firing at you as soon as you peek out. Switch your Assault Rifle to Rocket Launcher mode and destroy it. Take care as you approach the next train car. Inside is a heavily armored soldier that fires rockets. Toss a couple of Hand Grenades in, blow him up, and loot the car. Keep moving through the next few cars until you get to one with two giant robots inside. Don't worry, they're inactive for now, and behind bars at the sides of the train. Find the hole on the left side of the car and use the beam to jump over some wreckage. This is where things can get tricky. Just outside is a turret, a robot, and a bunch of soldiers. They'll start shooting at you before you get a chance to leave the train car. Use hand grenades to soften them up, then use the Laserkraftwerk on the robot. Once it's down, switch to the Rocket Launcher on the Assault Rifle to finish off any other robotic enemies. The soldiers can be dealt with using more conventional guns like the Automatic Shotgun.
Destroyed robots often drop large weapons that can be charged up, similar to the Laserkraftwerk. Although these weapons are extremely powerful, they severely hinder your movement.
Go to the upper level of the train car that held several enemy soldiers. Head to the far end, climb up, and walk across to the nearby beam. Cut a hole in the fence using the Laserkraftwerk, move through it, and pick up the Targeting Scope on the ground. Sneak past the Kampfhund in the car and keep moving. Go across to the next one and drop in. Cut through another fence and keep dropping down until you're on a broken section of a bridge. You'll find a couple of soldiers trying to dislodge a pinned robot. Throw Hand Grenade at them, then run over to pick up the weapon the robot drops. You'll be attacked by a second robot inside a train car on the left. Use your new gun to blast him, then recharge it using a nearby kit, located at the closest end of the wreckage. Try to make this weapon last for as long as you can, since its massive firepower can annihilate foes. You'll come to a right turn as you progress. You'll come face-to-face with a big, angry, armored soldier as soon as you enter the building. Use whatever juice is left in the robot gun on him, then switch to some high-powered weaponry to finish him off. Once he's dealt with, pick up his gun, head up the stairs, and kill all the Nazis on the top level. Once they're taken care of, engage some drones, then drop down to the next area. Here, you should find a charge kit to power up your new favorite gun. Use the Laserkraftwerk to cut a hole in the ground, then pick your big gun back up and go down into the air ducts. You'll have a good firing position on an armored soldier and a platoon of light infantry. Wipe them out with the robot gun, then use the stairs to reach the bottom floor. Keep an eye on the upper catwalks, since soldiers are lurking up there. Clear out the next room, ditch the robot gun, and exit to the catwalk. Ignore the ladder on your left and go right. Run and jump across in order to trigger a cut scene.
Once you're back in control, jump into the turret while Fergus pilots the aircraft. Shoot all enemies on sight. Special priority should be given to the giant armored Kamphund before it drags the helicopter down. Keep firing until you run out of ammo, then hop down and finish them off with your personal arsenal.
Use the door on the right and hotwire the safe for a Health Upgrade, along with some other loot. Go to the opposite end of where Fergus dropped you off from the helicopter. Pass through a car and into the last piece of train wreckage. Make your way to the bottom and snatch up the papers from the dead Nazi scientist. Congratulations! You've finished the chapter.