Another useful technique for articulating notes is called double tonguing. This technique is used by many wind instrument players and is just as valuable on the harmonica as it is on the trumpet or saxophone, especially when playing train rhythms.
Double tonguing means playing each group of two notes with a "ta ka" sound. The first note is articulated with the front of the tongue (ta) and the second note is articulated with the back of the tongue. Try saying taka taka taka taka several times before playing the following example.
Here is a variation containing ties which is also useful for playing train rhythms. Take it slowly at first.
Here is a train rhythm solo complete with whistles, making use of the techniques you have just learnt. Practice the rhythms slowly with a metronome and tap your foot on each beat to help you keep time. Once you have it under control, increase the tempo until you can play it along with the recording. There are many possible variations on these rhythms, so practice making up your own as well.