The railway station is just outside of Ubon City, across the Mun River in Warin Chamrap district. There are many transportation options from the city center. The trip can take 25-40 minutes depending on the mode you choose.
Coming here from Bangkok by train you would want to go to Hua Lampong, Bangkok's main train station, It's quite and experience.
Leaving Ubon you can choose from a wide variety of times, fares and classes for your rail journey. Overnight sleepers, express, economy, just to name a few. It's a great way to see the sights along to route to Ubon and is economical too. Getting to Ubon by rail is a great way to travel.