The Doppler Effect......

[Ranjr]

Right. So it is all about proximity and relitivity. 

But to someone who isn't the engineer, who is going to precieve the sound as being the same, if you are the observer, ahead of that train coming toward's you, the soundwaves are going to compress and seem louder as the approach, and sound lower and lower the longer it passes you.

Not louder but higher in pitch.  To put in terms you understand, as it approaches, the train whistle sounds like Agnetha.  After it goes by, it sounds like Bjorn.

However, it does get louder as it approaches because it experiences less attenuation over the distance, which is not related to the Doppler effect.