Walaikum Salam @ Hamid. The train connects to Terminal 1. I hear that there’s a shuttle bus between the terminals but I have not used it. You can take a taxi from the train station to the North Terminal, which would cost around 70 riyals.
Walaikum Salam, The Hajj terminal, as the name suggests is used mainly during Hajj. The planes arrive there before Hajj and for departures afterwards, your group will take you there.
@ Zuber Qureshi, I know from an indirect source that there’s a shuttle bus between the two terminals that cost about 23 SAR but I have never used it. You can always take a taxi which will cost about 70-80 SAR.