The "Underground Railroad" was not a literal, underground tunnel from the South to the North. Consequently, it is possible for a town or city to have been part of the Underground Railroad and not have secret tunnels anywhere. Lawrence University's Main Hall was rumored to have been a station on the Underground Railroad to Canada; in 1974, it was entered in the National Register of Historic Places of the U.S. Park Service.
The Underground Railroad is a catch-all term that refers to any of a large number of methods that American slaves and those sympathetic to them used to help those enslaved in their flights to freedom before and during the American Civil War.
The Railroad wasn't necessarily a train route, although it was in part for many escaped slaves. It wasn't necessarily underground, although many underground tunnels and hiding places were used to shield runaways from slave-chasers.
The term is known to have been in use by 1840, although it is certain that people had been escaping from slavery long before that. As is often the case, historians often point to one instance as the first use of the term: supposedly, the term was first used by the owner of Tice Davids, an African man who fled slavery in Kentucky by crossing the Ohio River. The owner tracked Davids to the river, where the enterprising Davids disappeared without a trace. The man chasing him remarked that Davids had "gone off on some underground road."
Get more details about the Underground Railroad on the National Parks Service website.