Can anyone tell me...is there a train I can catch from Cincinnati to Columbus?
No trains, just planes and automobiles!
It's only about a 1.45-2 hour drive.
There is an Amtrack Station in town, but it's at Union Terminal which is not close to Downtown.
You could check their schedule.
There is also a Greyhound station downtown which more than likely offers trips to Columbus.
Like someone already mentioned, Columbus is only about 1 1/2 hours drive north.