If you go to Siena immediately upon landing at Florence airport it might make sense renting the car directly at the airport. Picking up at airports in Italy always entails extra charges, but if you are at the airport already, the extra charges for a week rental may not be much higher than the taxi to downtown (about 25 euro).
If you are already downtown Florence, or arrive by train, then don't bother with picking up at the airport. It's extra money for renting there, it's extra time and money to get there by taxi. Just pick up downtown. The airport is near the freeway going North (to Bologna) or west (to Lucca), but you need to go to the opposite direction (Siena), so it's also longer to get to Siena from there. Picking up downtown (Borgognissanti or station) is better in that case. There is no risk getting a ZTL ticket on exiting the city center. Cameras are only at entry points.
To return the car it depends which rental company you use. All of them have their cars parked (or used to) at the Interpark Europa garage, but Hertz opened an office recently right next to the mH Florence Hotel on Via Alamanni (not sure if they still retained the one on Borgo Ognissanti), which runs next to the train station (on the west side of it). The office is fairly new and I don't know if the rental return for Hertz is also there (I used to work on the building next to it about 40 years ago and there was an underground garage, but not sure if Hertz uses that too).
Sixt I believe has their (fairly) new office in the underground garage under the Piazza Stazione (basically under the square in front of the station, which is connected to the station itself. Eurppcar and Avis/Budget are on Borgo Ognissanti only (Interpark Garage Europa is where their cars are parked).
If you decide it is best to return at the Garage Europa, from there to the station is about 500 m. walk (just over 1/4 of a mile), so about 6 or 7 min walk.