Perhaps you are mixing up the St Jeans or the Camino Frances and Camino del Norte.
The Camino del Norte runs along the cost from the French border say St Jean de Luz via San Sebastian, Bilbao, Santander etc.
The Camino Frances runs from St Jean Pied de Port via Pamplona, Burgos Leon etc.
If it is the Northern Route you just head for the coast and keep it on your right! There are guides obviously and the CSJ is a good place to start.
You can catch a train from the station to the French/Spanish border but it is not far it just depends on how much time you have got.