As Wyssahtyn said above, it's simply a label the Garleans used to describe their secret military railway they built between Castrum Centri in Mor Dhona and Castrum Meridanium in Northern Thanalan (the military term 'ghost' refering to something secret or out of sight). It has zero connection to FFVI's Phantom Train that appears in the Omega raids (which is an actual ghost train).