The train station is located at the western end of Naranthip Rd, about 1km from Cha-am beach. There are only five departures a day going each way, so you'll want to take the bus to Hua Hin for more frequent departures.
There are 10 daily departures from Soi Bus Stop to Bangkok . The first bus leaves at 06:30, last one at 18:30. All terminate at the Southern Bus Terminal in Bangkok. The trip takes 2.5 to 3 hours and the fare is 142B.
There are also minibus services to Bangkok. The station is located on Narathip Rd, in the middle of the block on the left just before you reach Petchakasem Rd. 10-passanger vans depart hourly, 06:00 to 18:00, dropping off passengers at Victory Monument, which is more convenient than Southern Bus terminal if you're headed to Bangkok proper. The trip takes 2 to 2.5 hours and costs 140B.
Other destinations include: Phetchaburi the bus takes 25 minutes and costs 40B. Hua Hin takes 20 minutes and costs 20B. Chumphon takes four to six hours and costs 240B.