Ken,
Those "5 horns" are actually one horn with 5 chimes (bells) that are mounted on a common manifold. This particular horn is a Nathan K5LA just like what is used by Amtrak and most other passenger railroads. The reason there are five bells is to provide a more pleasing chord similar to how a 5 chime steam whistle would be. Here is a clip of how it sounds.
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Kevin