The train station is at the northern edge of town on Asia 18 Rd. There are departures for Bangkok (passing through Hat Yai) at 11:30 and 14:20.
Air-con minivans run from Sungai Kolok to most destinations in the far south, with departures generaly hourly during daylight hours -- many leave from in front of the Genting Hotel. Common destinations include:
Hat Yai: departs hourly, 140B, 4 hours.
Narathiwat: departs hourly, 50B, 1 hour.
Yala: departs hourly, 110B, 3 hours.
Long-distance buses also head out from Sungai Kolok, destinations include Hat Yai, Surat Thani and Bangkok.