From Madrid to Saint Jean Pied de Port, many pilgrims travel first, by bus, rail or plane, to Pamplona. From there, buses run over the pyrenees to SJPdP. Check here in the forum for buses from Pamplona to SJPdP.
Also, I do recommend you make reservations for the first night or two you arrive in Europe. This would likely be at Saint Jean Pied de Porte. This allows you to relax from the long travel from SA and get used to the new vibe. You will be exhausted from the travel. Then on the third morning you can start out at your convenience.
Many people, especially first-timers benefit form staying at the Refuge Orisson on their first night. While oit is only perhaps a 2.5 - 3-hour walk from SJPdP, it is all UP. The incline is perhaps the steepest on the entire
Camino Frances. Many first-timers have been defeated by this daunting first day. Plan for it and you will be fine. It is only 8 Km, but is difficult for the first day.
From Orisson to Roncesvalles is relatively easy. This splits the first 26 Km segment into two segments of 8 + 18 km.
You must reserve Refuge Orisson, via e-mail. Here is their web site:
http://www.refuge-orisson.com/en/
Hope this helps...