How to get from CDG to St. Lazare train station?

The above route will give you the potential treat of wandering either the largest or second largest underground station in the world, take longer, and cover more distance. The two lines involved don't even cross in the same barn.

Instead, walk the short tunnel from Nord to Magenta and hop on RER E which has exactly zero stops enroute to Haussmann St Lazare. Hop off and walk another short tunnel into the St Lazare main station.

Or take the Roissybus to Rue Scribe, next to the Opera Garnier, and walk a few blocks west then north to St-Lazare. Or taxi the few blocks if you have too much luggage to walk.

Let me add a clarification to Dick's advice since north and west are difficult to determine in this situation. If you take the Roissybus, walk back the direction the bus came from . The side of the opulent Opera building will be on your right, Galleries Lafayette straight ahead. Turn left on the Galleries Lafayette street. It's easier to walk on the side of the street with Lafayette Home rather than the more crowded GL main building side. Continue until you are at the end of the second Printemps department store building. Printemps is one block beyond GL and has two major buildings, as does GL. Turn right and walk straight up that street. You'll walk into the train station in just about two blocks. It is about a ten minute walk total. Or follow Ed's good advice.

Ed has given you the best route.

Looks like you're covered with a couple of options.