"우리는 그 기차에 다다라야 합니다."
번역:We need to reach that train.
"우리는 그 기차에 다다라야 합니다." Should would not work well here as should has weaker connotations and is more about suggestion than the urgency and need. So quite simply We need to reach that train would be better as it is a lot stronger than should, and it is literally about need. I'm not entirely sure as how to explain this other than the strength of the word. The best example would be a movie situation. For example, if a hero of the movie is chasing a villain that got onto a train, he would say either We must get to that train, we have to get to that train, or We need to get to that train. He wouldn't say We should get to that train as it is lot less decisive, which "우리는 그 기차에 다다라야 합니다." is not, it is very decisive sentence.