Learn German: Wo hält der Zug? - Where does the train stop?

The infinitive is halten (to stop/hold). It is a strong verb that changes its vowel from a to ä in the "you" (singular) and "he/she/it" forms. Also, because the stem (halt-) already ends in a t, German doesn't add an extra -et or -t at the end for the "he/she/it" form. It just becomes hält.

Where is the word for "does" in the German sentence?

German doesn't use helper verbs like "do" or "does" to ask questions. Instead, you simply put the main verb right after the question word. So, "Where does the train stop?" translates directly as "Where stops the train?" (Wo hält der Zug?).

Does the verb halten also mean "to hold"?

Yes, halten is a very common verb that means both "to hold" (like holding a bag) and "to stop" (when a vehicle comes to a halt). Because the subject here is a train (der Zug), "stop" is the correct translation.

Why do we use der here?

der Zug (the train) is the one doing the stopping, which makes it the subject of the sentence. Because Zug is a masculine noun, we use the basic subject (nominative) form for "the", which is der.