If it's Fukuyama's, the default switch to turn it on and off is switch #20. You can change the switch number to something else at a place near the top of the script, but I can't remember off hand which line it is.
This question has been asked several times now. I myself asked it a while back, though at the time, there weren't really any threads adressing it. I'm beginning to think it should be added to the FAQ, despite the fact that it deals with a specific script. :P
Edit: It's line 15. You should see something there that says:
TRAIN_ACTOR_TRANSPARENT_SWITCHES_INDEX = 20
Just change the number 20 to the number of the switch you want to turn the caterpillar train on/off. If, that is, it's Fukuyama's script you're using.