Aha! Thank you.
That is very likely the one... except all the sysnopses I can find state she sees the murder taking place on another train. I'm certain in the one I'm thinking of it happens on the first floor of a house.
I've had good search around, and it might be Lady on a Train (1945), but then, for all I know, I'm thinking of both of these films, and confusing them with Rear Window.