Heat and air for train room

I would consult with a professional HVAC firm for that.Endless circumstances can come into play.Nick

I would say depends on why kind of "workshop" you're doing.  If it's a dusty environment in the workshop I wouldn't think you want to add the same heat/air system.  There is not an air filter I know of that will catch all the wood shavings/saw dust.  On that note if it's just a tinker around work shop tie it all in.  PTAC (motel units) are ok, but if they break they can be a pain to repair.  At least with a furnace/condensing unit as long as you have the space are somewhat easy to service.  

Lot's of possibilities these days. One option to consider would be a ductless split system. The new systems can support several heads (indoor units), off of one condenser (outdoor unit). This would give you the ability to run what you need, when you need it. For a outbuilding this may be your best way to go. The units are all heat-pump ready and are super efficient and quiet. The indoor units are available as either wall or ceiling mount.

Consult a local HVAC contractor in your area for more details.

Ditto RSJ I forgot to mention that.  Mitsubishi is a good unit IMHO.  They are so quiet you don't even know they are running!  They make heat pumps for 0 degree climates as well, assuming you live in the northern winters!

Yes- Mitsubishi is one of the best! Just about all of the major manufacturers are making this equipment now but the Japanese have been doing it for ever and have the best systems on the US market today.