I'm also a Pink Floyd fan! The link Phil provided offers a great explanation of "riding the gravy train."

The singer sings "Have a Cigar" as if he is a businessman from Pink Floyd's record label (from the businessman's point of view). The band worked very hard and all the record label businessmen, managers, agents, etc. didn't work as hard but got rich from the band's hard work. The band Pink Floyd was "the gravy train" for many record label businessmen. In real life, the band members felt a lot of pressure from the businessmen so they wrote this song. There's an interesting explanation of the song here:

https://americansongwriter.com/2015/12/pink-floyd-have-a-cigar/

Riding a gravy train could mean you have a job that pays you a lot and you just have to do less work. You could search meaning of the lyrics at songmeanings.com. I am big Pink Floyd fan! 

Gravy train is when you have a non-stop diarrhea.