Follow Lakeshore to Trafalgar, or Allan (if you want a quieter street). Turn right, and keep going until you hit Cross St. If you take Allan, you'll have to find a way to get onto Trafalgar again towards Cross St.
Cross the road, and follow the signs to enter the station. The train to Toronto is usually on Platform 2 or 3. You have to go through a concrete tunnel to get there.