Ashley,
There may be a loose connection inside the train or the batteries may not be making contact with the train to power it up. The worse case scenario is that one of the components on the circuit board malfunctioned or overheated and may need replaced.
First, take a look at the battery compartment. Make sure that all of the metal is shiny and clean. Any type of debris or rust can block the batteries from powering the toy. Also make sure that the batteries are not loose, they need to be snug and secure.
If you can provide some pictures of the toy, that would be helpful to look at and diagnose.
The next step would be to remove the screws and open the toy train up to look inside. If you decide to do this, post some pictures of the insides and we can look to see if anything doesn’t look right.