This chapter has two different courses, one for when you (repeatedly) goof up, and one for when you play along and do everything right. It's advisable to choose one of the two paths so you can do the other on a second play through. (In other words, don't decide halfway you want one or the other, because you'll end up with no corresponding trophies).
Jodie wakes up in the train. As Aiden, goof around with the nearby objects until the train comes to a halt. Wake Jodie by pushing her bottle, then get up and run away from the agents. Going through the doors is easy, but there may be one confusing instance when Jodie has to jump over an object; push the right analog stick up at that time. When you've reached the other side of the train, open the window - first with Jodie, then with Aiden, and climb up.
In a perfect run, climb up and defeat the police officers on top of the train. Avoid the first two cops to also avoid the corresponding fights. The last encounter is mandatory. Remember; Jodie's movement needs enforcement, so move the right analog stick in the direction she is moving. As Aiden, protect Jodie by holding down R1 and the analog sticks.
If you get off the train without getting caught, you'll get the 'Catch Me If You Can' trophy at the end of the chapter.
If you do get caught, take control of the guard to let Jodie out.
Make your way down the woods, avoiding trees (move over fallen trees, underneath tree branches), then wade through the river. Proceed through the forest; the game guides you through with relatively fixed camera angles. When Jodie is attacked by dogs, this is another moment you'll have to choose between a perfect run and a faulty run. For the latter you don't have to do anything. Otherwise, defend yourself from the dogs, then run up to the rocks and climb up. From here, move closer to the road and take control of the police officer near the bike. Step inside the car and distract the guards, then dash for the bike and drive off with it until you reach a roadblock. Protect Jodie with Aiden's special ability to trigger a scene.
In the town, protect Jodie from the incoming soldiers. You can take control of several of them and drive into the weapon store at the end of the street, hurl a grenade at the gas store, destroy the church and the helicopter. Be sure to blast the doors open for Jodie when she asks you to (unless you want to get caught).
If you get caught, take control of the guard, knock out the one near you, then shoot the driver. If this is your third escape, you'll get the 'Houdini' trophy.