Answer:
Although a few parts of the network involved tunnels or underground hiding places, most of the "underground railroad" consisted of houses and farms of anti-slavery Southerners. They used these locations as "stations" to feed, clothe, and hide the slaves as they made their way slowly to the North.
The term "underground" applies to the secrecy of the operation, which if compromised could endanger many lives, not only those of the slaves.