Does the Columbus Zoo have a tram or a train or a open air bus that take you to the exhibits?

There is a train. I don't remember it touring the the whole zoo.

There is a train in the North America part of the zoo but it does not take you to to all of the exhibits in the zoo, not even close. See the map on the website for reference. The train ride is an additional cost on top of zoo addmition.

Yes

Yes, but it only runs certain times of the year.