The railway travels from the Science District and ends in the Victory Plaza. After the train mission, the train tunnel can be used to cross between the two districts.
Dracula searches for the antidote on a runaway train that speeds through the city. The train transports the Scientist passenger and is patrolled by Golgoth Guards. Dracula invades the train and has a mini-boss battle with a powerful demon Soldier. The train becomes more unstable and eventually wrecks.
If the City Memorial "Recognition of the Masters" is to be believed, it's very possible that the Train Station is built on the structural remains of Bernhard's Wing due to that section's water reservoirs.