Present continuous action

Translating between languages isn't an exact science and requires knowledge of the context.
From your question I glean that you have understood what the phrase "être en train de...." expresses. Which English translation you choose is now a matter of context and taste. But, to put it succinctly, "Anne is on her way to Paris" is within the bounds of the French original sentence.

-- Chris (not a native speaker).

Bonjour Lewis !

Actually no: the sentence "Anne est en train d'aller à Paris." doesn't literally mean this.

Of course, as Chris stated, you can always take liberties as a translator, and indeed, even in English, "Anne is going to Paris" and "Anne is on her way to Paris" mean roughly the same thing, but they are still two different sentences :)

In French, the equivalent would be "Anne est en train d'aller à Paris" vs "Anne est en route pour Paris".

I hope that's helpful!
Bonne journée !