The answer: No, maybe not. "Arrival of a Train at Vincennes Station" is the great pioneering filmmaker Georges Méliès's eighth film, and the second film he produced. By many film historians, it is believed to be lost. No known evidence of its survival is available.
However, according to some, this short film (a variation on the Lumiere Bro's "Arrival of a Train at La Ciotat") may actually survive in the form of a flip-book published by Leon Beaulieu around the turn of the century. There is no evidence that this flip-book (available on YouTube) is a surviving copy of this film, so like I said, there's a chance I haven't actually seen this film. The flip-book is only about 20 seconds long, and being a flipbook and not an actual film it is extremely grainy and very animated-looking. Since so many films of trains arriving were made at this point in history, there's only about a 10% chance that this is the right film. Others have suggested that this flip-book may be another Méliès film from the same year, "Arrival of a Train (Joinville Station)", while others still believe it to be a Lumiere film. There's just not any real proof that it's still surviving.