They don't generate diesel particulate, by they do generate "other PM10 and finer particulate", from the brakes for example.
In Paris there's a lawsuit against the RATP (local transit authority) for particulate pollution inside the stations. [0]
There's also the fact that, at least in Paris, some metros are running on tires. For those that run on metal wheels and rails, some turns are quite sharp, and you can hear the screeching of the metal. This is likely to contribute to particulate pollution.
I suppose for overground trains, this is less of an issue.
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[0] https://www.rfi.fr/en/france/20210323-french-ngo-sues-paris-...
