When i was travelling by train, i observed that Mosquitos present in the coach flying along with train speed with out changing its position.My question is how can a mosquito travel with train speed relatively?

its the same way when u jump inside the train and the train doesnt leaves u behind.
the mosquito may be stationary with respect to the train but is moving with some velocity in ground frame.
the mosquito travels at the train speed relatively since when it left the surface its velocity= v(train) + v(mosquito)....
not only v(mosquito).

The air within the train travels along with the train.