Each one of the six Colt Express: Bandits expansions lets players compete against the game itself, which is operating under the rules of that particular expansion. A new story is told each time as every expansion gives a specific goal and new actions for the bandit played by the game. That bandit can win, and if that happens, all the players lose. Thus you will need to work together against this "bot", while keeping in mind that in the end, there is only one winner — the richest bandit, of course.
In the Belle expansion, Belle is searching for jewels. She always heads towards the place where there are the most jewels. She has two specific actions:
Theft, which lets her take one jewel for every bandit in her location.
Charm, which makes all the bandits move towards her location.
The Marshal also has a thing with Belle, so she can stay in the wagon where the Marshal is.