They left early to catch the train. (complex)

The correct answer is - ক) They left early so that they could catch the train.

Simple Sentence-এ যদি to + verb দ্বারা কোনো উদ্দেশ্য (purpose) প্রকাশ পায়, তাহলে তাকে Complex Sentence-এ রূপান্তর করার নিয়ম:
Simple Sentence এর to উঠে যাবে, এর জায়গায় in order that + NP + can/may অথবা so that + NP + can/may বসাতে হবে।

Example:
Simple: They left early to catch the train.
Complex: They left early so that they may catch the train.

• More Example:
Simple: We eat to live. (আমরা বাঁচার জন্য খাই। বাঁচা = to live এখানে 'উদ্দেশ্য' বুঝাচ্ছে।)
Complex: We eat in order that we may live (আমরা খাই এই উদ্দেশ্যে যে যেন আমরা বাঁচতে পারি।)
or, We eat so that we may live.

Simple: We hired a boat to go there.
Complex: We hired a boat in order that we might go there.
or, We hired a boat so that we might go there.

Simple: We live in houses to be comfortable.
Complex: We live in houses so that we may be comfortable.
or, We live in houses in order that we may be comfortable.

Other options
খ) They left early to may catch the train.
"to may catch" — এখানে "may" এর সঠিক ব্যবহার হয়নি, "to" + infinitive verb মিলছে না।

গ) They left early so that they catch the train.
- "they catch" (present tense) না হয়ে উচিত "they could catch" (past/future সম্ভাবনা বোঝাতে)।

ঘ) They left early in order catch the train.
- "in order" এর পর "to" থাকতে হয়: "in order to catch"।

Source: A Passage to the English Language by S M Zakir Hussain.