Escape Train Station

This is a new city and you have come here to see some of the monumental places in and around the city. There is one last place that you would want to visit and that is the museum. The museum is a bit far from the place you are in at the moment and so you will have to take a train to go there. Thus you go to the train station but on getting there hear the main gate automatically shut close behind you. There is no one at the station and that is very weird. Trying to open the gate is useless because it is locked from outside. The only option left is to find another way to exit from the station.