This is a good question.
Unfortunately, there has been some replies to your request which are factually incorrect and some which are are simply opinion based on no facts at all. I'm pleased to see that the correct position in law has been given by najaB, Fare-Cop and 221129.
If I correctly understand the incorrect advice, it comes from a presumption that there is some Offence you are suspected of related to the payment of railway fares, and that the investigation and evidence gathering of a Criminal Offence is somehow confined to railway property. That is incorrect. Evidence can be gathered from conversation, correspondence, non-personal items and witness reports at any place or time. I guess people such as ForTheLoveOf, sheff1, takno and others have made an uninformed assumption that Evidence of a crime committed on Railway property, is only admissable as Evidence, if that Evidence is gathered on Railway property. There is nothing in law to support such an assumption, and I apologise that you have been given such misleading information from this forum.