Is that the same line covered by the CL?
No the NICTD (South Shore Line/ Chicago South Shore and South Bend line) runs on it's own separate line (mainly owned by the South Shore Frieght company and Metra). There are a few places you can see the South Shore line from the Amtrak services, but they're completely separate. For one the NICTD uses EMUs and departs out of Millennium Station. The two don't even use the same station in South Bend or Michigan City.
The line does run thru some very scenic parts of the Indiana Dunes region. Sadly it isn't really feasible to get off and actually enter the Dunes SP or NP, both are really located a bit of a hike from the 2 stations serving them (if you brought a bike, in a box, you could probably do it).
Almost any EL line will provide you with a nice 'tour' of the city. The Blue line out to O'Hare is probably the least 'scenic' as it mainly runs in the highway median. You could catch the Red or Purple Line up to Howard and then take a ride on the Yellow/Skokie Swift line which was (and may still be) partially powered by overhead electric rather then 3rd rail. There was talks a while ago about switching the whole line to 3rd rail, but I didn't keep tabs on if they actually did.
The Pink line would be a nice 'tick box' line to catch as it's the newest EL line in the system. Alternatively the Brown Line (I believe, again I haven't been keeping tabs on it) has the newest stations in the system now. Having grown up on the Brown Line, it's my preferred line to ride.
The Illinois Railway Museum is located in Union, IL, which can be gotten to on the Metra UP/NW line, but actually getting to the museum is more difficult as neither Union, IL or the museum it's self is served by Metra (you could probably wrangle up a cab). Alternatively you could visit the Science and Industry Museum which is a few blocks from the 55th/56th/57th stop on the Metra Electric; there are also buses that'll take you right to the door. MScI has a huge model railroad in it, I've seen claims it's the largest in the US (not sure I agree). Museum Campus/11th is the stop on the Electric to go to most of the other museums in Chicago, it's a bit of a hike to Alder Planetarium, but both the Field Museum & Shedd Aquarium are quite close.
peter