Explanation:

- By: This is the correct preposition to use when referring to the mode of transportation. "By train" means traveling using the train.

- On: Typically used for being physically on something, like "on the bus" or "on the train," but not for stating the mode.

- Of: Used to show possession or relation, like "the pages of the book," but not suitable here.

- At: Indicates a specific location or time, like "at the station," but doesn't convey mode of transport.

Correct answer: By