Do be aware that the room does not spawn every time. You'll know you get it when someone calls out that the wall is damaged. So once you spawn in the trains, open the door and head outside. Run down towards the end of the tracks, near where the locomotive is stored inside. From that building, go across train tracks to the other buildings. The building that secret room is in looks like this http://psteamcommunity.yuanyoumao.com/sharedfiles/filedetails/?id=1149363482

Now that you've found it, you will need dynamite to enter it, so get some dynamite. Once you get some, head back to the building and you should get a prompt to blast it open with the dynamtie. http://psteamcommunity.yuanyoumao.com/sharedfiles/filedetails/?id=1149367681

Once you blast it open you should get the achivement, although you might need to step foot inside the room.

The secret room sadly does not have any super interesting things, but it is loaded with supplies of ammo, health and grenades.