Which sentense is correct?

Both are correct. Most people will understand them both to mean that the travel bureau people will tell you the time of departure of a train, probably one you wish to travel on. However "when the train leaves" can be ambiguous; it could mean "the time the train leaves" (i.e. as scheduled in a timetable) or it could mean "as the train leaves" so the first might be understood by a hyperliteral person to mean they will tell you, at the time the train leaves, that it is leaving, (which is not helpful for a travel bureau and most native speakers would not make this interpretation). The second is more exact and will always be understood to mean they will tell you the time when the train will leave (so you can plan to be at the station).