Within your first half hour of playing Resident Evil 0, Rebecca will fall through a hole in the roof of the train and get trapped in a tiny room on the second floor. In order to get her out, Billy will have to search for a sharp object and hand it to her to get the door open.
As Billy, your only point of contact with Rebecca will be the small service elevator in the kitchen. You can use it to exchange items between the two. I highly recommend giving Billy all the handgun ammo Rebecca has in her possession, at least for now. As Rebecca, search the small room for the Train Key, and hand that over to Billy as well. This key will open up the conductor’s office in the front car.
Head to the conductor’s office, flip the switch at the corner of the room, and head up the ladder that drops down. Run all the way to the end of the room, through the door, and you’ll find yourself in a hallway with some gross-looking eggs at the other end. There’s another room in this hallway containing a hunting gun, a first aid spray, some ink ribbons, and ammo. Grab all the stuff you can, but be sure to make space for the ice pick. The ice pick can be found in the trolley that’s lying right by the door as soon as you enter the hallway with the eggs.
Grab the ice pick, head back the way you came, and you’ll have to face off against your first boss: a giant scorpion. After taking him out, head back to the service elevator and give Rebecca the ice pick. She will now be able to use the ice pick to get herself out of the room.
Congratulations. The dynamic duo of Resident Evil 0 are now reunited.