"Trenle nereye gidiyoruz?"
Translation:Where are we going by train?
I translated this as "Where are we going with the train?" I think this makes sense in some contexts.
Two bandits rob a train and take control of the engine room. One says to the other, "Where are we going with the train?"
Two children playing with toy trains. Child #1 carries one off with an unknown purpose. Child #2 asks, "Where are we going with the train?"
You are right. However, I believe hijacking trains is not that common nor do grown-ups carry trains in their hands. It implies being passengers, as what we generally do, you'd be correct if it was otherwise, though.