The station was originally a depot and postal office which was founded at some point prior to 1898.
Events of Red Dead Online
Events of Red Dead Redemption 2
After the mission "Motherhood", the player can visit the depot to make use of the postal office's services. It is also possible to take a stagecoach ride from the station next to the depot.
Events of Red Dead Redemption
With Blackwater becoming industrialized and the rail network being completed, the depot has been rebuilt and now functions as the town's train station. After John's death, the Stranger-side Mission "Remember My Family" starting here.