Whoa- Inside of the train! I would have never expected that! So you can't choose where you want to go? Well, at least the travel won't take too long. (Damn Fire Red and its map problems...)
It's like in a real train. Or more likely like a subway in most cities. You pay the entrance to the subway (in this case, you'll get a voucher), mount the train, and stay there until you reach the station you want to go.
In the game, it'll take more time to the user to travel, but it's more realistic.