The Transfer is a special underground network of tunnels used by small trucks and cargo lorries. However, trains are also used to transport goods around the Capitol. It runs directly underneath the Capitol roads above ground. Avoxes work down here in shifts. Pollux worked underground for five years before his family was able to pay for him to be able to work at ground level. The Transfer is protected with pods which are activated at night as a security measure, but not as many as the streets.
After they got caught up in the battle of the Capitol, Squad 451 was forced into the Transfer, where they were pursued by Peacekeepers and lizard muttations. Only Katniss Everdeen, Gale Hawthorne, Peeta Mellark, Cressida, and Pollux survived the ordeal.
It is possible the Transfer is also where some District 6 citizens work, since District 6 specializes in transportation and transport services for the Capitol.