Having defeated Belloq, you learn that he is working for Amserol, and brought him to this era to make a fortune in the lawless West. Now in control of the train, you have arrived at the Denver Union Depot, and face 2 choices: 

1.) Take Belloq's train and chase down Amserol, or 

2.) Leave the train here, and head for the mountains and ADVENTURE.  Choose wisely as there is no going back...