Être en train de : expressing ongoing actions in the present

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 !

Bonjour Milton,
Oui, c'est correct.

The lesson example is explained thusly:
However, when you really want to emphasise the progression of the action, you can use the expression "être en train de" + infinitive (literally 'to be in the process of')

J'espère que ceci au-dessus vous aide.

This is a very good question. "être en train de" is a construction meant to state what you are doing at this point in time, i.e. Je suis en train de répondre à votre question, as I type this. The construction for the phrase: "I'm taking a course in French" Je prends un cours de Français or Je suis un cours d'anglais à la fac (this uses the verb suivre).
I hope this helps.