As the name says, all the 'The Sleep Train' does is sleep and train, but not necessarily in any predetermined order, its just that 'The Train Sleep' didnt sound as good.
Unknown to many is the fact that The Sleep Train's middle name is Eat, so full name is thus Sleep Eat Train, or Sleep E Train, which fits given The Sleep Train did once fall sleep on a train at Central Station only to wake hours later in Lithgow, which is a lovely place at 3am.