To most Finns all they have ever seen of Pieksämäki, is the Railway Station. This is mainly because the town is located in crossroads of two main railway tracks, one from North to South and the other from East to West.
The cache is hidden somewhere inside an old locomotive. If you are stopping in Pieksämäki only for about ten minutes, you'll have enough time to log this cache. To make a quick find possible, the encrypted hint is very specific about the location of the cache.
Railway Station Cache