"The train is not there, but here."
Translation:A vonat nem ott van, hanem itt.
In Duolingo's version, the nem is modifying the word ott ("not there"), rather than the verb. If you use van with nem ott then you're saying the train IS (does exist) somewhere, but NOT THERE.
Hulk014's comment shows how to rework the sentence with nem modifying the verb instead. "Nem van" is replaced with nincs, but that means the first part of the sentence is saying, "the train DOES NOT EXIST there." The second part of the sentence then needs to include van to say that it DOES exist in the other place.