Can someone advise about the procedure to obtain the Malaysian visa and border stamp on the express train from Bkk to Butterworth.Will I have to leave the train at the border?

Been a few years but suspect is the same now.  Train stops at immigration station between countries.  You get off with bags and enter customs area.  You check out of Thailand/return TM form and have passport stamped.  Obtain TM type form for Malaysia/fill out and have passport stamped/bags checked and return to train.  There is a money exchange on platform so is a good idea to get some small money now.  Time stoped is about 30-60 minutes if recall correctly.

If you really need a visa not at all sure that you can obtain on the border.  Do not recall seeing any such facility but was not looking as most people do not need a visa.