Learn Portuguese (Portugal): O comboio não para aqui.

In English, we use 'does' as a helper word to make a negative sentence ('does not stop'). In Portuguese, you simply put não right before the verb. So não para literally means 'not stops'.

Is para the word for 'to' or 'for'?

It often is! But in this sentence, para is the 'he/she/it' form of the verb parar (to stop). You can tell it is a verb here because it is the action that the train (o comboio) is doing.

I have seen 'trem' used for 'train' before. Why does this use comboio?

Comboio is the standard word for train in Portugal. If you have seen 'trem', that is because it is the word used in Brazil.

How does this relate to the verb ir (to go) from this lesson?

This specific sentence uses parar (to stop), not ir. However, when learning ir, you will frequently see para used as a preposition meaning 'to' (like in ele vai para Lisboa - he goes to Lisbon). It is very helpful at this level to know that para can be a preposition ('to/for') or a verb ('stops'), depending on the context!