Yes. Presumably your train transformer has a 14V AC Accessory output. Or 18V AC fixed output from a brick is fine too.
Your module says 2.5 Amps output max. 2.5 Amps at 9V DC is 22 Watts. I'd guess a sound module from a boxcar might be rated at 1 or 2 Watts max. So should be no problem driving two (or more).