In order to receive the flame thrower ability you will have to finish the freeway stage but once you obtain it you press and hold R1 and then you press and hold O and that will activate the Flame Thrower.
When doing the train mission in the second level,
your best bet is to start from the back and work
your way to the front. Also it would probably be
alot easier to start on your right side and then
switch to your left.