Take the dog to the train and pass the security check. Will the security check call the police?

Not only will you call the police, but you will also be rude to your dog. I'm not sure whether the train can be checked, but you can ask at the railway station, but pets can be checked by plane. In the luggage compartment, on the same plane as you. Don't treat the security personnel in our country as fools. Sometimes armed police will check first, open the luggage one by one, and then check the machine, unless you bring crickets.