Can I say the sentence in the following context?
Now it's 7 pm, my friend Jane said " The train leaves at 8 pm"
Can I say
Jane said that the train left at 8 pm.(becauses now it is just 7 pm)
Not really.
If it was 7 pm now and you said "the train left at 8 pm", I would assume you meant this occurred yesterday.
The correct form is to repeat what Jane says, "Jane said that the train leaves at 8 pm" or, alternatively "Jane said that the train will leave at 8 pm".
In your case, you can say at least four things.
Jane said that the train left at 8 pm.
This is the normal backshifted sentence, with present tense shifted to past. It doesn't matter if it is 7pm: you can say this right after Jane says her sentence.
or you can say
Jane said that the train leaves at 8 pm.
You can say this because the thing that Jane said has not happened yet: the declaration or proposition 'the train leaves at 8pm' is still true or can be fulfilled in the view of the speaker.
You can also report what Jane says using the present tense of to say; again this is because the proposition has not yet been fulfilled. And you can vary the tense of the other verb. Thus:
Jane says the train leaves at 8pm.
or
Jane says the train left at 8pm.
In both this sentence and the first one in this answer, the past tense can be used by the speaker to indicate his or her doubt regarding the proposition. (You can also do this with the present tense, but the use of the past tense can specifically indicate the speaker's doubt.)
Examples (it's still 7pm):
Jane just now said the train left at 8pm, but I don't think so: I think it leaves at 8:30pm.
and the parallel sentence for the present tense of the verb says
Jane says that the train left at 8pm. But I don't believe her. I think it's already left.
Note in all these cases of using the train left, it is past tense form, but not past tense meaning. It is future meaning, and this is called future in the past.
Reference: The English Verb, by Frank Robert Palmer (link).
I infer you are exploring "indirect speech." First let's do this the easy way, in the present. Imagine you are looking at a cartoon strip, or watching a skit, and describing what's going on.
Jane is saying that the train leaves at 8 pm.
This is the same as:
Jane is saying that the train will leave at 8 pm.
Now let's shift everything to the past tense:
Jane said that the train would leave at 8 pm.
Do you see how "will" becomes "would"?
"Would is the past tense form of will." See https://learnenglish.britishcouncil.org/en/english-grammar/verbs/modal-verbs/will-or-would