Ответ:

  1. He’s travelling on the 8 o’clock train.
  2. We never go to school on foot.
  3. She’s afraid of travelling by plane.
  4. Don’t lean out of the window.
  5. Walk on the pavement.

Ответ: 1) on; 2) on; 3) by; 4) out of; 5) on.