Limited express Shinano is connecting Nagoya station and Nagano station. The frequency is hourly.
Then, it is one of the limited express trains which do not expect passengers coming from or going to Tokyo. The reason is that there is Hokuriku Shinkansen connecting Tokyo and Nagano and Nagoya is connected with Tokyo by Tokaidi Shinkansen. Shinano stops at Matsumoto station, which Matsumoto is the second populated city in Nagano prefecture but Matsumoto station is connected with Tokyo by limited express Azusa.
On the other hand, Shinano stops at important stations for tourists. Nakatsugawa station which is the closest station for Magome district and Nagiso station which is the gateway to Tsumago distict. These two districts are historical villages which are located on the Nakasendo, main route connecting Tokyo and Kyoto during Edo period on foot. Nakasendo had 69 stations - staging posts and Magome and Tsumago were one of them.
If you want to visit Magome and Tsumago from Tokyo, take Tokaido Shinkansen to Nagoya and change to limited express Shinano bound for Nagano. Then, get off at Nakatsugawa and take a local bus to Magome first. If you want to visit just to Tsumago, or you have to go to Tsumago first, take limited express Azusa from Shinjuku station in Tokyo to Shiojiri and change to Shinano bound for Nagoya.