It’s tempting to do the train as fast as I do right away, but the best idea is to build up to that speed gradually. Everyone is different in their lung capacity, so you may be pretty fast already, but the key is to be able to maintain a constant speed. Maintaining a constant speed is what helps build up your breath control, which in turn really helps your harmonica playing.
I suggest starting at what ever speed is comfortable and trying to maintain that for 30, then 45 then 60 seconds! Then speed it up.. in gradual steps and so on until your flying!
And, yes all those A-tic-A sounds are tied in by one breath, there is no pause in the breath flow.