Amtrak Borealis with a baby

We're going to Chicago on the train for the first time soon. We have a 14-month old as well with us. We're staying in downtown Chicago and mostly doing stuff in downtown Chicago. Those of you that have made the same trip with kids, did you take a car seat for Ubers or a stroller to get around? It's going to be a little 'warmer' when we go but it's still Chicago in the winter so we'd like to stay warm inside mostly.