Firstly the question title should be "Do" both options make sense? :)
Yes both are used, though I'd tweak the sentence with version A.
- We could take a train. (hypothetical, not really sure which train, what time, etc.)
- We can take the train. (Still a suggestion but more certain that there is a train.) <-- This is probably what you want to say most of the time.
That sounds more natural in my opinion. It's really close, and if someone is speaking and stressing a given word they might be trying to convey more meaning on top of that. It's hard to give complete meaning in an isolated sentence.