This is a historical cog train that will take you all the way up to Christ the Redeemer.
There are 3 different ways of visiting Christ: by cog train, by van, or by hiking. I highly recommend taking the cog train because it is the most unique experience and you will get great views on the way up.
This is the bottom station where the cog train starts. You can get your ticket from the link.
I highly recommend doing this trip as early as possible to avoid the crowds. This is an attraction that gets very busy!