Train, express initially, to run roughly on time (9)
I believe the answer is:
entourage
'train' is the definition.
(thesaurus)
'express initially to run roughly on time' is the wordplay.
'initially' says to take the initial letters.
'roughly' is an anagram indicator.
'on' means one lot of letters goes inside another (as in clothing \'on\' a person).
'time' becomes 'age' (age is a kind of time**).
The initial letter of 'express' is 'e'.
'run' is an anagram of 'nur'.
'to' inserted inside 'nur' is 'ntour'.
'e'+'ntour'+'age'='ENTOURAGE'
(Other definitions for entourage that I've seen before include "Ego nature found in accompanying group" , "company" , "A star may have one" , "Retinue, cortege" , "Following" .)