Trains do use brake shoes on the wheels, and in some cases disc brakes. All trains have mechanical braking capability, as far as I know. Many also have electric braking, especially passenger trains with frequent stops, which is either regenerative or dissipated as heat via resistors. Freight trains tend to use mechanical breaking, but have infrequent stops and can plan a long slow-down. In any case, the braking force has to be transmitted somehow to the wheels before it is transmitted to the rails. There is only rarely wheel on rail sliding outside of emergency situations. But, particulates of steel on steel sliding should be relatively benign. A good train system is better utilized compared to cars as well.

All this is to say that yes, there are fine particulates from trains, but it should normally be much less than from living near a highway.

I remember from my days working for London Underground Ltd that whenever I'd blow my nose after a shift, my snot would have a concerning amount of black matter in it. The days I was off and not entering the subway, my snot didn't have this black particulate matter. I like to think it was my nose doing its job and keeping all that from entering my lungs, but I'll never know.

Yes but far fewer. The metal turns to dust, but orders of magnitude less quickly than rubber/pads/road surface. The stuff carried by the trains is probably more dangerous than the train itself.