How do you get from immigration at CDG to the fast train station? How far is it from the airport? How long does it take?
What terminal are you landing at? It is in Terminal 2, between 2C/D and 2E/F. Here is a map.
There's not just one TGV (fast train) station. You have to specify where that "fast train" is going.
Most likely if you are going to the South or East (like Geneva or Lyon), it is Gare de Lyon, and you have to get to the center of Paris for that, and you'll follow the signs to "trains to Paris".
Google "Paris Metro map" so you can see all the connections. Also check out www.seat61.com for loads of train info.
Shoe - the OP is probably talking about the railway station at CDG itself, which is served by TGV trains between different cities in France that bypass Paris.