Two train stations serve Windsor; see Transport in Tour of the Town on Windsorsoup.
The Windsor Royal Station opposite the Castle has a rail link to Slough from where trains to Paddington London (near Hyide Park) and down to the West Country are available. Timetables on link.
Windsor and Eton Riverside Station runs trains into London Waterloo. ( South Bank of Thames, opposite parliament )One of the train companies changed so thouugh the trains are still late the paint work on them is shiny.
Better go by bus anyway. 
Link to cab and taxi firms phone numbers. Cheaper to phone Windsor cars at Heathrow if you are flying in. Also cab drivers know Windsor. Even cheaper is to parachute out over Castle. 

Map links to home in on Windsor. The Streetmap link goes straight to the Windsor page, no messing around with postcodes, Windsorsoup has done it for you.
Streetmap is what it says, traditional map layout with all the street names. The other link Multimap is also pointed at the area by windsorsoup but you can then home in by magnifying the image.It has links to other details about the town. Aerial photo link available and it even tell you the weather.