meaning of the phrase "on the way down"

Hi everyone.
I’d like to ask about the meaning of the phrase “on the way down” in the following context. It’s a description of a trip: a woman travels from Penn Station to Atlanta.

On the way down, Annabella had glanced at the scenery. The train went through some rural areas, including a great deal of heavily guarded farmland.

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It means nothing more than ‘on the way to Atlanta’. Atlanta is south of New York.
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Thank you very much, Mister Micawber!!!