Trains?

So I think I figured out why Emily is waking up in the middle of the night. She seems to be scared of trains. Every now and then you can hear one from our apartment. But she wakes up saying she is scared of the trains. Tonight I went in to see what the problem was and she thought there were trains in her window and she said it hurt her ears and made her cry. I don't know where it comes from because when she plays or when we drive in the car she makes sounds like trains and is not bothered at all. At least we know why and now have something to work on. Question for all you professional mothers....Do you think going to the train station would help or would it make the fear worse? I'd love your input.