The Underground Railroad is a termed used to describe a land route that escaped slaves took to go from the pro slavery states in the south to the anti slavery states in the north during the civil war era. It was a long journey. On foot, small boats ect... There were safe houses along the way that help feed and hide the escaped slaves.
If you mean the Underground Railroad that took slaves to the North, then for one, it wasn't a train. A "conductor" or overseer would lead a group of escaping slaves to a safe house or checkpoint, moving from safe house to safe house until they reached the North or, later, Canada.