Translation:The kids go into that building from the train.
I'm stuck in the "word order" maze again. Is there anything wrong with, "The children go from the train into that building"? "vonattól" appears before "épületbe" in the Hungarian, so I guess it could well mean that the English is opposite of that.
Your version is fine.
The Hungarian sentence is primarily talking about where the children are going: abba az épületbe is the phrase right before the verb. I would guess that when they made the English translation, they put that first so that we hear "The children go into that building" first, as the primary thing, and then "from the train" as more of a footnote.
The word order with "from" later seems somewhat more natural to me, but I can imagine saying it in both ways, and both should be accepted.