Usually women will accuse you of sexual assault depending on your levels of attractiveness so not a good idea, I would simply recommend that you do not approach any women in a enclosed situation such as a train.
Yes it's creepy. If someone did that to me, I'd get out of the train at the next stop and move to a different carriage. It's not worth trying it and risking making someone feel really uncomfortable.
Just start a conversation with them. Always open with something observational, like the weather since us Brits are so obsessed with it. I've chatted up girls I've seen on the train before by spotting them as I got on, sitting near them and then joking that my ears are literally frozen and I feel like they might actually fall off lol. Once you're in, just chat generally, then as it appears it's time to part ways, ask if you can take her number. Going up to a girl like "Um, excuse me, sorry but I saw you and thought you were beautiful.. can I please have your number?" - nah, creepy and awkward AF.
Maybe as you're getting off but if you start speaking to a girl like an hour before you reach the stop it's gonna be awkward. If she shows signs, then maybe. If she's in her own world, then no.
Just don't talk about how much you love something about her or how much you personally like something until you're both comfortable with talking. There's always something to break the ice, like an observation. Keep away from subjective statements.