The train connects Budapest with all the central and eastern countries of Europe. Unless otherwise indicated, all trains will arrive at Budapest Keleti pályaudva, so if you arrive in Budapest by train, you should get off at East Railway Station. All international trains depart from the Keleti station, and domestic trains to Miskolc, Eger, Győr and Szombathely also depart from here.
You can choose to take the M2 line and get off at the Keleti pályaudvar stop. The starting point of Metro Line 4, the subway M2 and M4 meet here.