Generally, the trains are slightly cooler than room temperature but sometimes it is nice to have a sweater or even a light jacket. If the train is really full and then empties out, it can be chilly.
In summer? or winter?
many trains have A/C (all the new ones do) and so are coolish in summer. I would guess that the temperature is about 20° or higher. In winter they are fine. I have never been cold on a train in Switzerland. But I have been hot.
Most station platforms have some covered area but usually - except in the very big stations like Zürich, Bern, Lausanne etc - this does not extend all the way along the platform. You can wait under the roof area and then board the train there and walk through the train until you find what you are looking for. No need to stand outside and get wet. Wengen station - and a lot of other mountain stations - doesn't have any cover. At least none that I can remember. Grindelwald does.
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