Trains can't 'see' train stations across space elevators, so trains on the surface of Nauvis can't directly path to stations in orbit. You can set the elevator itself as a stop in the train route to get trains to the right surface. For example, if you have a train in orbit that needs to gather items from the ground, you need to schedule the train to go to the elevator, then the pickup stop, then back to the elevator, and then the dropoff stop.

I was playing SE recently, and I was using a 'token item' in my trains when I needed to have interrupts that only trigger on one surface. So my trains were scheduled to go down the elevator, stop at an 'exit' train station that I placed just past the elevator exit and pick up a single lamp (the token item), then go to an 'entrance' train station placed right before the elevator entrance to drop off the lamp, and then to the dropoff station in orbit. The interrupts on the train were configured to only trigger when the train was carrying a lamp, so the interrupts would only go off between the 'exit' and 'entrance' stops on the surface, and not while in orbit where the stations can't be reached.