Ask, at the station, "At what time does the train for (city) leave?" In Spanish, use "¿A qué hora sale el tren para (city)?" (ah keh OH-rah SAH-lay el tren PAH-rah...).
Buy a ticket. "I want a ticket for (city) at (time)" is "Quiero un billete para (city) para la(s) (time)" (kee-AY-roh oon bee-YEH-tay PAH-rah ... PAH-rah lah(s) ...). Note that in some countries you may want to use the word "boleto" (boh-LEH-toh) for "ticket."
Find out "What platform does the train leave from?" by saying "¿De qué anden sale?" (day kay AHN-dehn SAH-lay). Be sure to take the correct stairway to put you on the side of the platform on which the train doors will open. If you're not sure where it is, ask "Where is platform (number)?" with "¿Por dónde está el andén (number)?" (pour DOHN-day eh-STAH el AHN-den ...).
Locate your seat. Sometimes the seats are reserved, which you'll note on your ticket. If there is no reserved seat, you'll have to find an empty seat. To ask "May I sit here?" use "¿Puedo sentarme aquí?" (PWAY-doh sen-TAR-may ah-KEE).
Give your ticket to the conductor when she comes by. "Here it is" is said by "Aquí lo tiene" (ah-KEE loh tee-EH-nay). If you know some Spanish, you'll notice that they actually say "Here you have it."
Determine what the next stop is while riding the train. "What is the next stop?" is "¿Cuál es la próxima parada?" (kwahl ehs lah PROH-ksee-mah pah-RAH-dah).
Discover how many stops to go until the one you want: "How many more stops until (city)?" by saying "¿Cuántas paradas más hasta (city)?" (KWAHN-tahs pah-RAH-dahs mahs AH-stah...).