There are two usual ways you can get to the tower. If you want to walk, walk down a traffic free street for about 30 minutes. It leaves directly in front of the station--just walk straight ahead. They have nice maps in the train station.
If you want to take a bus, as you leave the train station, go over to the bus stop just to the right of the station entrance. We didn't see any signs but that is where the buses to the tower came and went from.
Once you have seen the tower, either go back where the bus left you off or, if you walked but want to take the bus back, go out the gates furthest away from the tower, buy a ticket at the tobacco stand (looks like a newsstand) and walk across the street to the bus stop (you will see bus stop signs there). It will let you off right at the front of the train station.
Hope this helps. Good luck!