Would momentum be conserved if a car ran into a diesel train

This is just an application question and I am really unsure.

Sure but the car's mass m <<<<<<<<<<<< M the mass of the train. That is the car's mass is very very small re the train's mass.

So assuming the train is standing still when the car runs into it with speed V, we have mV = (m + M)u; so u = (m/(m + M))V or u <<<<<<< V as m/(m + M) <<<<<<<<<<< 1.0. In other words, the train will not budge noticeably as the resulting speed u of the two masses smooshed together will be exceedingly small.