If a company is paying travel expenses to a job interview, does this mean I have a good chance of getting the job?

They think you're a good candidate.

No, one company even sent me train tickets and put me in a hotel because their training centre was far away from home and I had to go to classes for a week and pass an exam to get the job. I did pass it and got the job but others didn't who were also put up in the same way, they were just sent home again with no job.

It means you are one of the top candidates (typically 3 -5).

Among those candidates, paying interview expenses does not give you a better chance.