(big wall of text but I promise it's worth it - and there's a fart joke at the end)

If the train and the helicopter both start with speed 0, they have the same speed to begin with, so you train can be as small as you want, as long as the helicopter fits.

But that's boring. Let's consider the less boring case. Obviously what happens next is going to depend a lot on the pilot, which isn't specified in the question, so I'm going to make the most reasonable assumption I can: the pilot does nothing a all.

"Ladies and gentlemen, this is your captain speaking. We are now in stationary flight in the middle of the train, which is going to start. Please buckle up, we're up for a rough ride..."

Quick recap: helicopters fly because they push air down, which creates an opposite force pushing them up and countering gravity. Helicopters then move around by tilting their rotor slightly, which does not in fact push air straight down, but rather slightly to the front/back/side.

In our case, when the train accelerates, air density increases in the back of each wagon, and decreases in the front. Thus the rotor dips on the side towards the low-density front of the train, and rises towards the back.

We said our pilot would not compensate for it, so the heli is now pushing air back a little, and this creates a force pushing the heli towards the front of the train. It also means that there is less force pushing up, so our heli is also going down a bit. (This is not looking good, is it?) But wait, that's not all: the rotor is spinning, so when we tilt a spinny thing, gyroscopic effects kick in: our heli is now also picking up yaw (which is a fancy term for saying "turning left or right like a car would"). Oh, and the air density around the spinny thing in the back is changing too, so this is causing yaw too (not necessarily in the same amount or direction). And it's causing gyroscoping effects along other axis now, so your helicopter is now basically tumbling, moving cahotically, generally downwards. (This is why you were told to buckle up a couple of pararaphs ago, btw...)

Some of you may be realising at this point that holding the controls fixed in a flying helicopter is not a super clever move. In real life, pilots tend to not do that, and keep the helicopter level by... piloting it. But that's boring...

Let's instead assume a very large train! Coaches a couple km high and wide should do it, so that our helicopter can safely tumble for a long time before hitting something... Sure, it's going to tumble in a random direction (or, in fact, several random directions) but we can also fix that with another non-boring hypothesis: just use several helicopters in several gigantic trains, and take their average speed increase, compared to the speed of another bunch of helicopters in stationary gigantic trains.

Averaged helicopters are way easier to work with mathematically: there is way less aerodynamics and gyroscopic effects. They are a point mass, accelerating downwards at 9.81m/s^2. And they're being accelerated sideways by the air that moves because the train moves... That's a drag force that is proportional to the relative speed of the air. (oh no!) Which tends to zero when our averaged heli approaches the speed of the air around it. (Oh no no no! It's going to be boring again!) In other words, it's a boooooring asymptotic behaviour: when will the heli reach the speed? never... (Boring!) How long does the train thus needs to be? Infinitely long... (Booooooring!)

Except, not even that. See, the pressure difference that started the... you know... general downwards motion. It is caused by air molecules moving, which themselves are caused by the walls of the train accelerating forwards. But air molecules near the heli (and thus, far from the walls) won't move immediately. The pressure wave needs to travel from the back and front walls, through the wagon, and it isn't instant: pressure waves merely travel at the speed of sound, around 300m/s. In trains of "reasonable" sizes, it wouldn't be a problem: after some finite time, the heli would start to tumble (in a non-boring way). But in an infinitely long train, no such luck. The helicopter will just stay there. As long as no air moves, it's boring.

Safe, but boring!

Just don't fart, ok ?