I saw something was written on the lower rail of a window in a train, can I say this.
I saw something was written on the lower rail of the window "on" yesterday's train.
Or should I use "In" instead
As your sentence stands, it has to be "on".
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I think I would use "on".
I'm not sure whether "rail" is the best word. If the window has bars across it you may mean "bar", or you may be referring to the frame of the window. I would need to see exactly what part you mean.