Actually this makes it quite an interesting piece, the train station was the only one of it's kind that was in two countries at the same time, as for the museum I am not sure when it was built...
more form Wiki--
Straddling the Canada – United States border from 1890 to 1915, it is the only existing example of this kind of structure left in Western Canada. The International Border ran through the waiting / dining room. The Telegrapher and Station Agent worked in the centre section, arranging shipment in Bond to proceed from Coutts, Alberta to Sweetgrass, Montana, and vice-versa. It was one of only two "Lunch Stations" along the railway line which ran from Lethbridge, Alberta to Great Falls, Montana.