Paris CDG Train Station

There is a train station at CDG but your destination is on the other side of the country. You would need to take a train from CDG to Bordeaux, then one to Bayonne, then one to St Jean Pied-de-Port. Depending on when you land, you might not be able to do all of this in the same day (it depends how late the last train from Bayonne to St Jean PdP leaves). Or you might have to go to Montparnasse station in Paris, to catch one of the more convenient trains that are direct from Paris to Bayonne (no change in Bordeaux).

Check times on "SNCF Connect". If nothing works, there are flights from Paris CDG to Biarritz.

Thanks. The flight option is attractive. One hour and 25 minutes.

Have you booked your flights yet? If not, you could look into tickets into Biarritz, including the connecting flight from CDG to Biarritz.
If you have booked already, you will need a separate ticket. In such a case, it seems prudent to allow about 3.5 hours between flights to leave some buffer for delays, because your connection would not be protected.
Once at Biarritz airport, you can take the bus or a cab to Bayonne train station (it isn't far), then the train to Saint Jean Pied de Port.
Or the company "Express Bourricot" seems to offer transfers from the airport to St Jean Pied-de-Port for max 96€ (and less if they find other passengers), which is no small sum but could be worth it.