The argument made by the German military commanders for the full occupation of Luxembourg was, like with almost everything they did in the early parts of the war, related to the Schlieffen Plan. Railworks were at the time the main way for armies to mobilize, and it can't be overstated just how nervous every major power was about mobilization: the speed that their armies could do it, the ability to support it through logistics, etc.

The Troisvierges line especially runs from the Rhineland, into France, and was considered a major artery that could be used to move men and supplies through that particular part of the front.

Luxembourg being a tiny independent, ostensibly neutral duchy only had an army of around 400 serving men at arms, so they had no realistic way of keeping German military occupation from becoming a reality for them.

I prefaced my answer with all of this because I too, sadly, couldn't find any concrete answer to your question specifically (how the train arrived, was it German or was it apart of a general Luxembourg surrender, etc). However what I could find all points to this being a German operation to seize that specific line (although their date is July 31st) in preparation for the invasion, to which Luxembourg responded by officially accepting military occupation by at most August 2nd (the exact day for this is also not exact across sources).

So in short, all signs seem to point to the fact that it was a German train, probably a normal one (either due to no expected resistance, or to make it less obvious) and Germany would have no problem using their own trains on the tracks throughout France and Luxembourg as they were all adopters of Standard Gauge tracks, which is how that line from the Rhineland into France could be made in the first place.

Hope that sort of helps!