In terms of a railway flatbed train truck (I'll be honest here I have not the slightest idea what exactly you mean, so I'll assume a moving train car entity), things like deployables can be placed and all that, though not too sure about actual buildings in terms of a full blown base.
Building in the air and underwater have been done, but not in a sense that it's feasible for a regular player to utilize (referring to a very specific admin tool plugin that is found elsewhere that I will not name).
Albeit, I'm sure a feasible method could be found.