If I am going to work and on my way, I have wet clothes after walking in rain. What can I do during my commute on train to dry my clothes so they don't smell bad?
The only solution against smelly clothing in the train is making sure that the clothing is clean, the only smell coming of it will be the nice smells that laundry or herbs in storage have added.
If they are dripping wet, you can part-dry them with a towel.
In some kind of clothing you can do it by squeezing the parts which are wide enough that you can grip them. I would not try to do that with most fabrics as it leaves them wrinkled and in such a way that you can not get them right again while wearing.
In very bad cases I have done it with trousers in the bathroom at work, when I had to wear the soaked through clothing where I was sitting in a cold draft. It will shorten the drying time but the clothing is still wet after you do this. The best you can get with this is getting 'less wet' but the wet clothing smell will still be with you.
It is much better to use an umbrella and/or rain overtrousers and a rain jacket or coat so you avoid getting wet.
In my part of the world, you just go to a bike shop or a shop where they sell items for people who do out of doors sports, and they will have rain jackets and rain coats. You wear these over a normal coat unless it is warm weather, when you use them instead.
Or as I started with, have clothing that is so clean the only smell is a 'clean' smell.
While there are definitely ponchos, rain jackets, and umbrellas that I would advocate as as a general rule, I'm not sure that would be the best answer if you anticipate getting wet to the skin so often.
In a few camping stores near you, I guarantee you'll find a collared shirt. (I'd be happy to recommend a brand or two if you'd like - my workplace has a variety of temperatures, and they look just like a regular button down.) I would be looking for moisture wicking, easy dry, no wrinkle clothes.
If there's a bathroom on the way out of the station, I would also consider checking in with a mirror for drips or even scent. This may be a time to keep a small travel bottle of liquid soap, deodorant, and a washcloth in a ziploc bag - powder, a square of wicking fabric tucked in strategic places, and other things could also be helpful.