▲“should +完成式”有多个用法：

一、对可能已经发生的情况作猜测，其意为“大概已经”“应该已经”。如：

The letter should have arrived by now. 信现在该到了。

I can’t think why he should have been so angry. 我想不通他怎么会这样生气。

二、表示本该发生而实际上未发生的情况

It should have been an occasion for rejoicing. 这本应是一个高兴的时刻。

You are right; I should have thought of that. 你说得对，我应当想到这一点。

You should have heard him last night! 昨晚你真该听听他所说的。

You should not have gone up to college so soon. 你本不该这么早上大学的。

三、表示惊讶

I’m sorry that this should have happened. 我很遗憾，竟发生了这事儿。

It was natural enough that she should have been annoyed. 她为此感到恼火也很自然。

I can’t think why he should have said that it was my fault. 我真不明白他怎么能说这是我的过错。

四、表示预计将来会完成的事情

I should have finished reading it by Friday. 我大概到星期五能把它看完。

The meeting should have finished by now (=it is likely it has ended). 会议到现在应该已开完了。

We should have finished by a quarter past two and the bus doesn't leave till half past. 我们2:15之前应该会完成，汽车要到2:30才开。

五、表示条件

If the steamer should have left port at noon, it will be passing through the canal now. 轮船如果中午离港，它现在大概正穿过运河。

You can imagine what would have happened to her if she should have told the truth. 你可以想像，如果她道出了真情，她的遭遇会如何。

If it should rain tomorrow, we should have to put off the match. 假若明天下雨，我们只好推迟这场比赛。

▲根据以上分析可以知道，如果没有特定的上下文，有时一个“should +完成式”结构的意思可能可以有多种解释。但就你的句子来说，根据句中的 already，最好理解为表示推测，即意思是：火车应该已经离开了。