There are two stations in Calais:
Calais Les Fontinettes (in between the above two)
Most TER (regional) trains call at both stations; the fast TGV and TER GV services call at Fréthun only. I assume you will arrive from the UK? When coming by ferry, you should head for Calais Ville (it's ~40 minutes walk from the terminal but there also is a bus service operating between terminal and train station). When using Eurotunnel you can use Calais Fréthun as it is very close to the car terminal and Eurostar trains call there directly.
50.953461,1.851146 (Calais Ville)
50.901643,1.811453 (Calais Fréthun)