The first 5 items you can find are:
1- German Helmet. Found after you smash the first target dummy
2- Tinder lighter. Found to the right of the flagpole you raise the flag at. Make sure you grab it before raising the flag.
3- Stationmaster's whistle. Found by throwing a bottle of wine at the trains bell above the engine.
4- Letter From French Soldier. Found to the left of the trains 2nd ladder. Just under a door with the number 4
5- Metal Nib. Found after you climb the trains second ladder and go right to the end of the train