Book your train travel at the Rail Europe Web site (see Resources below) or call (877) 257-2887.
Decide whether you'd like to travel during the day or at night. Night trains are often less expensive.
Select your class of travel. Ecomony (Restricted) and Freedom (Flexible) are moderately priced and Comfort (Restricted) and Premiere are more expensive.
Print your confirmation page and bring it with you on your trip.
Be aware that you'll have to transfer trains in Madrid. Your total travel time will be about 9 hours.