He might have come out again, or he might not.

Yerkes had been too well occupied in exciting gossip with all his many acquaintances in the train and the station to notice.
The conductor went along through the train.

Yerkes, standing on the inside platform, called to him: "Have you seen Mr.Anderson ?" The man shook his head, but another standing by, evidently an official of some kind, looked round and ran up to the car.
"I'm sorry, madam," he said, addressing Elizabeth, who was standing in the doorway, "but Mr.Anderson isn't at liberty just now.

He'll be travelling with the police." And as he spoke a door in the station building opened, and Anderson came out, accompanied by two constables of the Mounted Police and two or three officials.

They walked hurriedly along the train and got into an empty compartment together.