The Regulation Act 1868 required that every passenger train travelling more than 20 miles without stopping to be provided with 'such efficient means' of communication as the board might approve. It accepted a cord-and-bell system which was in force when this song was published. The Regulation Act of 1889 required that passenger trains be fitted with continuous brakes. [i] When the song was published there was no through corridor for guard. In order to answer the "check-string" the guard would order the train to stop and walk down the outside of the train to answer the passenger's call. The First corridor-throughout train was operated by the Great Western Railway between Paddington and Birkenhead in 1892 [ii]

References:
[i] Simmons, Jack & Biddle, Gordon (Eds) - The Oxford Companion to British Railway History ( Oxford University Press, 1997) pp95-96
[ii] Simmons & Biddle, p77

There was no heating in trains until 1890. Before then passengers were able to hire foot warmers (steel hot water bottles) [i] The London North Eastern railway employed stokers at main stations to tend boilers supplying hot water to supply company's 20k foot warmers. [ii] The front of the sheet music seems to show the sort of hot water radiators which were installed in Pullman cars. [iii]

References:
[i] Wolmar, Christian - Fire & Steam, A New History of the Railways in Britain (Atlantic Books, 2007)
[ii] Harris, Michael Rolling Stock the Railway User and Competition - in
The Impact of railways on Society in Britain: Essays on Honour of Jack Simmons
[iii] Simmons, Jack - The Victorian Railway (Thames & Hudson, 1995) p85