Trains arrive at one of four main stations: Delhi Junction, also called Old Delhi or Purani Dilli; the second at New Delhi which lies in Central Delhi; Hazrat Nizamuddin a few kilometers to the south; and the upcoming Anand Vihar station to the east. (A very few trains use Delhi Sarai Rohilla or Delhi Cantt stations.) Delhi Junction and New Delhi Railway Station are now conveniently connected by Metro Line 2, just minutes apart, while Anand Vihar is served by Line 3. It will take about 40 minutes to an hour to travel from the New Delhi Railway Station to the airport by car, depending on traffic.
A ticket office open to all is on the road to Connaught Place with longer hours. It often has waiting times not much longer than at the tourist booking office.
Once you have purchased a ticket either at the ticket office or online prior to the trip, all you need to do is go to the rail car labeled with your class of service purchased. You can either just get on and sit in the first available seat or often times for higher classes of service, they will post a passenger list on the car when it stops. Look for your name and go to the assigned car, cabin and seat. There is never a need to get a boarding pass so if anyone comes out of the crowd to tell you that, don't listen to them. It is a scam. If you're brave, you can simply purchase a general 2nd class ticket and then get on any car where there is availability. The conductor will come by and check your tickets after the train starts moving. If you are in a higher fare class than you are ticketed for, all you have to do is simply pay the difference in fare to the conductor. The only risk here is that the train could be full and you could be stuck in the lowest fare class which can be very crowded with little room to sit.