I take it you're still around the area with the valve wheel thing which opens the door? After the stryder makes, iirc it's second big blast, it opens a route behind the shipping containers. If you're facing the stryder, with the valve wheel behind you and the door Alyx exited through on your left, turn right about 120 degrees and run through the damaged container. Then there's a route with plenty cover onto the containers which leads you to the top gangway, which eventually puts you onto the other side of the train. From there, go up the ladder and there's a box of rockets.
Remember the rockets fire away and then home in on whatever the laser dot is pointing on, so you can sit behind cover and fire the rocket away, then duck out and sit the laser on the stryder. This way you're only in the open for a second or two. If you get really good, you can shoot the rocket in one direction then point the lazer in the other direction and have the Stryder simply in the way of where the rocket is wanting to go
