Good spots for rocket jumping:
The entrances to the train yard can be covered by jumping up onto the parked trains and/or awnings in between the side entrances. This can be done during setup time, allowing soldiers and demomen to harass the enemy before they can launch an organised attack.
Similarly, the lamppost overlooking the train yard entrances can be perched upon, which also allows you to cover the doorways and harass the enemy.
The lights hanging from the train yard building can be reached to defend the area outside the roller doors from enemies passing through the middle train yard.
Also in the area in front of the roller doors, attackers can rocket jump up on the defensive windows and harass defenders that come out said roller doors.
When inside the roller doors, on the very top floor above the second control point, you can rocket jump even higher, up into the rafters. Not that it’s a very useful vantage points, but it’s high!
When defending the final point, you can reach the floor on top of the pillars holding the second floor up, and hence the brown ledge overlooking the entire room. Great coverage, but it takes a while for your projectiles to go anywhere.