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.

It means nothing more than ‘on the way to Atlanta’. Atlanta is south of New York.

Thank you very much, Mister Micawber!!!