I jumped on and off freight trains in my youth. There was a local switchyard that provided ample opportunities. It was easy on slow-moving cars but got a lot harder with increasing speed. If we couldn't closely match the car speed by running alongside we usually didn't try to grab the ladder rail and swing onto a low rung.
You mentioned coming in or out of a station. Were there stations and passenger trains in the area where we think Cooper landed? A freight train on the main line is usually (but not always) going pretty fast. Hoboes who camped near the switchyard gave us tips about how to get off a train without getting killed: run as fast as you can towards the rear of the car, and then jump off. That tactic reduces your ground speed.
Also, you are stuck on the outside unless you can board a boxcar with an open door or gondola. It's tricky and dangerous. You can get swung under the train if you screw up. Look at all the Youtube videos of deaths when people try to board moving trains in India. It's gruesome.
If there was a grade or turn that caused a freight train to slow down, then Cooper might have been able to easily board, but at what I consider normal track speeds it would be tough.
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