The Amtrak station in Pittsburgh, PA. is downtown. Across the street is the Westin Convention Center Hotel. Inside this hotel is the Original Fish Market restaurant serving dinner until 1 A.M. nightly. A couple of blocks away is a Morton's Steakhouse.
Within walking distance is the Heinz History Center and the Andy Warhol museum. Not sure how long they are open till.
The mass transit in Pittsburgh is provided by Port Authority of Allegheny County. Buses and also the subway called the "T". There is no charge (free) to ride within the downtown district.
When last in Pittsburg, PA (1976) I visited a place called Dubuesque Incline (not sure spelled right). Is it still there? I visited on a short work day while on tour for Ice Capades.