Since you did not tell us from where you are flying to Munich or the airline, I will give you a general description of where the train station is relative to the terminals. There are two terminals at the Munich airport, Terminal 1 and Terminal 2.
Terminal 1 is all in one long building and services many European airlines flights, except for Lufthansa, to European countries, example, Air France to France or British Air to the UK. Terminal 2 is another long building, but some gates are in a satellite building connected by underground shuttle trains to the main building. Terminal 2 serves Lufthansa and other non-European flights, like United to/from the US. The MAC (Munich Airport Center) juts out from the middle of the T1 building towards Terminal 2. The train station is downstairs in the MAC.
I haven't used T1 for over 20 years, since before T2 was built, and T1 was the only terminal. As I remember, there are hallways in T1 leading to the MAC and the train station. I assume there are sign showing you how to go. From T2, you walk out the front door and across a covered patio to the MAC. You should be able to see the large green circle with a white S, for the S-Bahn station from the patio. The tracks are on the lowest level. There will be a ticket machine on the platform between the two tracks. The ticket counter is upstairs.