Each one of the Colt Express: Bandits expansions allows the players to 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 provides a specific goal and new actions for the bandit played by the game. That bandit can win, and if that happens, all the players will lose. Thus you need to work together against this "bot", while keeping in mind that in the end, there is only one winner in the game — the richest bandit, of course.
In the Ghost expansion, Ghost always dreams of getting this valuable suitcase. Ghost's move always take him closer to the special suitcase. Ghost's Fire and Punch will hit all the possible targets, Belle included. The Heist action makes Ghost pick up the special suitcase.
If Ghost has the suitcase at the end of the game, he wins, regardless of the loot held by the other bandits.