If the polar bears aren't in town knocking over garbage cans and scaring the tourists, there isn't a lot to do in Churchill. It is mainly a port town and built there because the Hudsons Bay seldom freezes.
However, there is one thing of great interest to me in Churchill, and that is the Town Centre. It is one enormous building, much like a covered shopping mall, except that this one has the main stores, the post office, the city hall, a playground, schools, a movie theater, and a magnificent sweeping view across Hudsons Bay.
The other thing about the trip that makes it really worthwhile is the train ride. It is my favorite train ride of them all. It is like being in a David Lean movie as you go across the tundra hour after hour. People who take this train ride aren't the usual band of tourists. All I met were seasoned travelers and most were locals going to and from Churchill, and some were trappers who got off the train at some landmark that escaped me entirely. It was all virgin tundra as far as I could tell.
I bought the use of a roomette, one of those tiny compartments that is about the size of your shower stall at home. During the day it has a chair and a toilet, plus a sink that folds out of the wall. At night it becomes a bed and that is all the room you have;just the single bed.
The dining room/club car on the train is the equivalent of a small town tavern and the food is along those lines; hearty and filling. Body fuel. But it is here you can meet the train crew and fellow passengers.