NOTE: This is one of the missable achievements if you are not thinking about it you will probably miss the achievement.
With that being said, let me continue. At the end of Episode 3, while you are in the Ghost Town, you will jump down into an area with a broken down steam engine. As you approach your objective where you have to grab the keys to the garage from the shed BIG SURPRISE the steam engine will spring to life and start to attack you.
You now have 2 choices:
1) If you hate achievements and had a bad experience with steam engines when you were a child, you can sprint to the shed, grab the key, and be on your merry way.
2) You can face the train, pop a flare/flashbang/flaregun to ensure that it doesn't kill you and shine your flashlight on each part of the train and obtain the achievement.
-NOTE: You have to destroy EACH part of the train in order for the achievement to pop up.
NOTE: This part is after the train yard section of Episode 3, so do not freak out whilst in the train yard waiting to see a steam engine come to life.
Good luck, this achievement was very easy and if you have a questions or would like to add anything please comment below.