Autoeurope is a car rental broker subcontracting out its rentals to other agencies such as Avis, Thrifty, etc. Therefore when you actually drop off your car you'll be leaving it at the appropriate agency. When you receive your rental documents/notification from Autoeurope they'll inform you with which agency you'll be dealing. At that time you should be able to determine the closest agency to the train station and arrange for a drop-off there.

John in San Diego