That's not a train - it's a shuttle bus. It's listed on the map as "transfer shuttle," and it does exist. I see it running every time I'm at the airport.

I'd still take TerminaLink over the bus if just doing a B-C/D/E transfer. It's much faster. The bus mainly exists because the DL and Colgan codeshare flights operate out of Terminal A, which does require leaving the secured area to transfer to from the other terminals, unless you take the bus.