Penzance railway station serves the town of Penzance, Cornwall. The station is the western terminus of the 305.25 miles (491 km) Cornish Main Line from London Paddington Station. The current journey time to or from London is about five hours.
Platforms 1, 2 and 3 are within the main train shed; Platform 4 on the south side is in the open air. A large stone at the end of this platform welcomes people to Penzance in two languages: English and Cornish. This side of the station is built on the sea wall near the harbour; the other side is cut into the hillside.
It is both the southernmost station on the National Rail Network and the westernmost station in England, although not Great Britain as some stations in Scotland are further west. The station is operated by First Great Western. It is the Cornish terminus of the Night Riviera sleeper train to and from Paddington and the second busiest station in Cornwall after Truro.
The station was opened by the West Cornwall Railway on 11 March 1852 as the terminus of its line from Redruth. This wooden station was replaced by the current buildings in 1879. Further alterations were made in 1937 and again in 1983 when new a ticket office and buffet were opened.
The arch that is blocked up in the wall that retains the hillside behind the platforms was used by the railway as a coal store. Freight traffic, especially the busy fish trade, was handled in a goods yard where the cars are now parked adjacent to the bus station. An engine shed was also situated here before being moved to the opposite side of the line near the end of the retaining wall, but it has since been replaced by the new Penzance TMD outside the station at Long Rock.
Info from wilkipedia.
You will need to find the start of Path from Penzance to Marazion at N 50 07.261 W005 31.866 to find the cache.