работать над = to work on (a project, a novel etc.) He might have been working on the station design

Probably it means that the person worked under the project of some Sentral Station

It means that the person has been developing something like a project of a train station.

Под вокзалом can have only two meanings. To work physically under it. Or sometimes we say in Russian "to work under someone/something" what means in English to work for.

"работал над..." is standard combination, corresponds to "worked on..." Followed by "a project", "a invention" or some object indeed. But when it is said about an object, as here, it is likely said about an architect, an inventor, an artist - rather serious degree of creativity/responsibilty implied.