I just got a condo by the train station and it's a busy street, is there a way or a such thing as sound proof windows

If you bought the condo you can install higher efficient windows. What is there now, single pane? You can install triple pane windows with a film inside that will decrease the noise, adding a heavy curtain will also help. If you rent skip the window idea because the owner won't pay for this and you may be out the money in a year.