A press release by Alstom and YouTube videos uploaded by ThebusofdoomFSX disproves the claim.
A video of the train circulated on social media with the caption "22 metro trains were made operational in Sydney yesterday, and it is a matter of pride, all these trains were made in India."
The press release by Alstom says that the Sydney metro was operationalised on 26 May 2019. It has been responsible for the project management, design, supply, manufacturing, testing and commissioning of 22 x 6 car Metropolis trains. These trains were manufactured in one of the branches of Alstom a french rail transport company which located in Sri City, India. These trains were not Made in India.
The YouTube video uploaded by ThebusofdoomFSX on 27 May 2019 gives the details of Australia's first-ever metro line featuring driverless trains and platform screen doors in Sydney Metro Northwest.
The press release of NSW Government published on 6 September 2013 states that in February 2012, the NSW Government reached an agreement with Reliance Rail and investment is conditional on the successful delivery of the 78 Waratah trains.
The YouTube video uploaded by ThebusofdoomFSX on 20 June 2016 shows that Waratah (A Set) train arrival at Sydney's Central station. Waratah trains are suburban passenger trains.
All the above points prove that the video of the train which is circulating in social media is not Sydney Metro trains, but they are Sydney Waratah suburban trains which are manufactured by Reliance Rail.