If you mean the long distance train from Paris to Beaune, you have no choice. The fast trains leave from Gare de Lyon. There are also slow(er) trains that leave from Gare de Bercy. If you mean the metro to get to Gare de Lyon, we would need more information about where in Montmartre your accommodations are located. In Paris, the long distance trains all leave from certain designated train stations: trains to the Nice, Lyon, Dijon, Beaune, etc. (essentially traveling south) and parts of Switzerland leave from Gare de Lyon. Trains traveling east leave from Gare de l'Est and so on for the six major train stations. Here is a pretty description of what I mean: https://www.parisinsidersguide.com/paris-train-stations.html