To Stop the Train (and get the Huge Materia and Ultima Materia)
You only need to input 3 button combinations. The proper combinations, in order, are:
Up + Triangle, Down + X, Down + X.
To Get onto the Second Train
If you are having trouble speeding up the first train in order to catch the second, you simply have to alternate pressing Up and Triangle. So, press Up, Triangle, Up, Triangle, Up, Triangle, etc.
If you want more complete details on the possible outcomes on the train, go here and search for this text "{32} The Huge Materia: Corel and Fort Condor"
The best place to level up in ff7 is the Swamp area in the Northern Crater, it is in the final dungeon of disc 3, but is by far the best place to level. If you are leveling to fight the optional weapons (Ruby, Emerald, Ultima) then i would just progress until you can level here.
The enemies you want are Movers, they have little (0?) exp but insane AP and are easily killed, and Magic Pots give great exp and ap, but require an elixir to kill (must give it to them first). You can steal elixirs from Gighee Which is also found in the swamp.
General method in the swamp is Steal Elixirs from Gighee (Or just use W-Item Duplication on Elixirs), use Elixirs to kill Magic Pots. Also, while hunting these two be sure to kill Movers great AP, and just run from everything else. This place is so good I usually end up putting my save crystal here.
If that isn't preferred, where you currently are I would recommend Mideel area, the Spiral and Head Hunter (found in forest) enemies give good exp and ap for that part of the game.
If you want to auto level you can fight the Midgar Zolom (Just stand inside the Midgar Swamp with X taped down, turbo might be needed). You can also auto level on certain beachs by holding down, your character will run up and then down the beach in constant motion. Again having X taped down will auto kill monsters. For these methods you might want to consider Sneak Attack materia in your setup.
Hope this helps
Best Answer
E Skill learns new skills by being subject to those skills in battle. So it's a matter of fighting the proper enemies, not enough battles. It's also impossible until the end of the game, due to one being in the last dungeon. There are 3 "problem" E Skills, as it were, that cause some frustration. 2 because they can be lost forever and one that's fairly luck based.
Past those, the rest tend to be a simple matter of fighting the right enemies and waiting for the right attacks. There are some buff spells which will need you to use the Manipulate materia on the enemy, such as Dragon Force, Angel Whisper, and White Wind. If you see an enemy using one of these skills, then use Manipulate and force it on yourself if it's available. Past that, the rest is all a matter of getting your face beaten in.
General strategy is simple - always keep that Materia on at all times! Then you will not miss the one-times and you'll always catch it when the attack happens in normal scenarios, rather than having to hunt the skill down amidst all the rest of the late-game stuff you need to do.