TL;DR: The train is at a uniform speed, you are at a uniform speed, and therefore both you and the train continue forward at the same rate when you jump.
There are two basic ideas of motion that you need to understand here. The first is velocity, without a change in velocity(acceleration), and assuming a uniform speed or an environment without friction, a body that has a velocity will maintain its velocity. A body in motion wants to stay in motion. When the velocity changes(acceleration), you feel force, and if you jump during a change in acceleration, the train will move forwards or comparatively backwards around you.
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