Good question! Under regular conditions, that third rail would never actually touch the train. Instead, it's there as an extra guideway in case a train derails. These are often featured on the outside edges of curves, where derailments are more likely to send the train off the tracks, or on bridges where a derailed train could fall off from. These extra rails can take a few different forms, sometimes being a single extra rail on the outside, but also often being a set of two rails between the regular ones. The latter kind is usually used for bridges.