At the Plaza del Emperador Carlos V you’ll find Madrid’s Estación de Atocha, or take Metro line 1 to Atocha-Renfe and you’ll come up inside. It is the main train station for all the Cercanias commuter trains in this city. You can also catch the AVE fast trains and other intercity trains here.
When we were looking at apartments, we knew we needed to live close to Atocha Station to catch our commuter trains to the south where we’d be working. However, depending on which Cercanias line you ride, you may be able to pick it up at one of the smaller sub stops closer to the center. For me, I ride the C4 which I can pick up at Sol, Atoch or further north. But Tom has to catch his train from either Atocha or the Embajadores subway stop. So there are options; you don’t have to live next to Atocha to catch your commuter train but it does cut down on your travel time if you are heading south.
You can buy your tickets for the Cercanias lines from one of the many ticket machines near the boarding entrances. For the AVE trains you can find an attendant or purchase tickets online. If you are a frequent commuter then I would suggest getting an Abono monthly pass, depending on what zones you need to travel through, it can get kind of pricey but the coupon can be used on the Cercanias, metro lines, and bus. MAD budget gives a good breakdown of the purchasing process. Methods are changing and they are requiring some zones like A1 (student) commuters to purchase a magnetic monthly pass. I haven’t had to change to the magnetic pass yet but when I do I’ll post an update.