Open the front door. Walk 25 feet. Turn right. Walk 50 feet (past the main desk and gift shop). Look 45 degrees to your right. It should be right in front of your eyes. You asked this same question a month ago... Apparently my first answer wasn't good enough so I hope these SPECIFIC instructions help you find it.
Right in side, past the vendor. It's very detailed.
The Museum entrance is in the rear of the building next to the tracks and L&N train exhibit. Enter and follow previous directions.
Inside the station / museum.
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