die S-Bahn

German nouns always have a gender (masculine, feminine, or neuter). You need to learn the gender with the noun.

For 'die S-Bahn', 'die' indicates it's a feminine noun.

German nouns are always capitalized, regardless of where they appear in a sentence.

Ich fahre mit der S-Bahn. (I'm traveling by city train.)

The definite article for feminine nouns in the nominative case (subject of the sentence) is 'die'.

Die S-Bahn ist schnell. (The city train is fast.)

When talking about traveling 'by' a mode of transport, you often use the preposition 'mit' (with) followed by the dative case.

Ich fahre mit der S-Bahn zur Arbeit. (I travel to work by city train.)

The dative definite article for feminine nouns is 'der'.

So, 'mit der S-Bahn' literally means 'with the S-Bahn'.