So I made this train in Blender with the intention of using it for a game, however when I imported it into Roblox it had holes in it.
This is what it looks like in Blender
Recalculate your Normals by doing CTRL+N in Edit Mode.
Your traingle count may exceed the 10,000 integer limit, but somehow got into roblox. It’s possible roblox can’t render a flat surface, meaning u need to add some depth to those areas.
It doesn’t exceed the limit. 
How would I go about adding more depth?
Try making objects which are flat more 3D, as that may help it. I’m no blender expert, so I’m not so sure about the fix.
The interior of the mesh doesn’t have an interior face. Turn on Backface Culling to see that your faces are only facing one way.
As for the underside of the body having weird holes, the areas are huge polygons (also known as n-gons) that will triangulate weird in Studio. I explained how this works in this thread:
In the future, please use the search tool before making repeating threads 
Where would I find backface culling?
I did the “poke faces” and now it pokes out to the middle in the bottom.
Concave n-gons will do that. Instead of just poking or triangulating faces, you should remove the face here, and create two new faces along this line
Like this:
So I made 2 faces, but the rest of the mesh still disappears when you look through it. How do I fix that?
Enable backface culling to see if it’s the issue (I think it is but it’ll help you visualize the problem). I think you’re using Blender 2.79 so that’ll be located in this sidebar (press N).
Granted if the player has to go inside this train car, you’ll have to take extra measures for collision geometry. If the player isn’t going into this train car, I’d just make the windows solid and not worry about the interior.
