The train station is in Saffron City. Near the top right of the city you will see a big building and that is where it is.
Your radio has a station that acts as a pokeflute when you enter kanto
if you are in kanto it is in saffron city but if you are in jhoto its in goldenrod city
Goldenrod City
Pokemon gold johto
If you mean the guard by the elavator, you can't get passed him.
kanto
You can use the train between Kanto and Johto after you've fixed the Power Plant and got the ticket from Copycat.
Get on the magnet train and it will take you to Goldenrod city. You can back and forth between johto and kanto easily using the magnet train, but it's not essential.
It is next to the train station in a little crook of the town.
Go to the kanto region and go to lavender town radio station and you will get it there
saffron city in kanto saffron city in kanto saffron city in kanto
fix the problems in the kanto region get the power plant working and then go to lavender town radio station.