What does "Do I have to change trains?" mean in English for Spanish?

In English for Spanish, "Do I have to change trains?" means:

¿Tengo que hacer transbordo?

Listen to "Do I have to change trains?": (If you have an HTML5 enabled browser, you can listen to the native audio below)

This is a phrase that is used in the GamesForLanguage English for Spanish Language Game in the following scenes:

• English for Spanish 3, Level 3, Scene 8