Madain Saleh Train Station isn't just a significant transportation terminal, it's also an attraction in its own right. Whether you're coming, going or sticking around a while, this hub will likely be on your itinerary.
When you've finished up at this transportation hub in Hegra, why not make your way to Qasr al-Farid, Al Diwan, and Al-Khuraymat? They're not far from Mada'in Saleh Train Station and also a favorite with many travelers.