Green’s Dictionary of Slang

train v.1

[pun on carry on v. /SE carry on, to keep going]

(US, mainly New England) to romp, to play around, to behave obstreperously.

[US]Bartlett Dict. Americanisms (4th edn) 717: Almost peculiar to girls in New England. ‘She’s an awful one to train.’.
[US]W.D. Howells Hazard of New Fortunes IV 205: Oh, I guess you love to train!