The meaning of all of those choices are relatively same, however the difference arises in the probability of the certain action happening.
"The train will leave"...this implies that the situation is probable, and that the train leaves at the specified time every day.
"The train is going to leave"...this implies that there preparations currently underway and if complete, the train will leave at that particular time.
"The train leaves"...this implies that the train departs at the specified time every time.
"The train is leaving"...this implies that all necessary preparations have been made and the train will leave at the specified time.
