Saint boarding moving train to get cover (9)
I believe the answer is:
tarpaulin
'cover' is the definition.
(I have seen 'protective cover' mean 'tarpaulin' so perhaps 'cover' could also mean 'tarpaulin')
'saint boarding moving train' is the wordplay.
'saint' becomes 'Paul' (St Paul).
'boarding' means one lot of letters goes inside another.
'moving' indicates an anagram (letters are moved around).
'train' with letters rearranged gives 'tarin'.
'paul' going inside 'tarin' is 'TARPAULIN'.
'to get' acts as a link.
(Other definitions for tarpaulin that I've seen before include "protective cover" , "It provides protection" , "oilskin hat" , "waterproof material" , "Heavy waterproof cover" .)