when asking a direction
Is it correct expression?

Is this train on the way to City Hall?

Question

when asking a direction
Is it correct expression?

Is this train on the way to City Hall?

Answer

You would be understood, but it isn't quite right.  Try:

a) Does this train go to City Hall?

b) Is this train going to City Hall?

c) Is this the right train for City Hall?

or for extra points, even:  Is this train bound for City Hall?  :)

Answer

What you said makes sense, but probably isn't what a native speaker would say. I would probably say: "Does this train go to city hall?".