There are 18 MRT stations all linked together around Bangkok however they are underground and usually only identifiable by chrome railings outside alongside a small roofed building. It's easy to find an MRT station linked to a BTS station as the MRT is usually just outside the BTS station at ground level.
Automated escalators and footsteps link footpaths to the below ground stations where you can purchase a ticket/token. These stations often provide easy methods to bypass crossing Bangkok's busy roads without buying a ticket.