"They have missed the train."
Translation:Han perdido el tren.
He/has/ha/han/etc. are used for the present perfect tense, which is written as the correct conjugation of "to have" for the subject + the past participle of whatever verb is being enacted. You can say, for example, I lost my cat (preterite), I have lost my cat (present perfect), I had lost my cat (past perfect)... They're all different tenses with slightly different meanings. The "have" you add in here should be translated as a form of the verb "haber" rather than "tener" which is more for possession or needing to do something.
Wow, no one seem to agree much on this one. For me I take literally 'perder' to lose. So it seems awkward to use it for missing . But awkward does not mean it's wrong and I have to accept Perdir if that is the way. I just hope if I'am in a Spanish speaking country and let them know: "hola, he perdido mi tren" and they send a search party for it....