Three short lines, and almost nothing happens: the speaker's girl is on a train heading to Arkansas. That's the whole statement. But the smallness of it is what makes it work. The speaker doesn't say how they feel, whether she's gone for a weekend or for good, or why she's traveling. We're left to fill in the gaps.
The phrase "my girl" is warm and a little possessive, so there's clearly affection here. Yet the sentence is flat and plain, as if the speaker is simply reporting a fact while thinking about much more. The line breaks slow us down, giving each piece its own weight: who she is, the movement of the train, the faraway place. The mood is quiet and a bit wistful. It feels like the moment after a goodbye, when someone is already in motion and you're still standing where they left you. The poem suggests missing her, though it never says so outright, and that restraint is what gives it its feeling.