。
Don't miss your train.
Literal
Train [to-に] miss [negative-imperative-な].
な at the end attached to a dictionary-form verb is the negative imperative — 'don't do X.' Brusque and direct, the kind of thing an older sibling or coach might say. 乗り遅れる ('to be too late to board, miss the train') is a compound: 乗る + 遅れる. Contrast with the softer ~ないで form.