Rohit is going to Chandigarh by . . . . . . . . Chandigarh Shatabdi Express and will see . . . . . . . . Rock Garden.

'The' is used as a definite article for a thing or person when the reader knows which one we are exactly referring to. It states the specific nature of the subject.
Option A is correct as 'The' is used with a word having a specific nature. Hence 'The Chandigarh Shatabdi Express' and 'The Rock Garden' implies two particular things that are unique.