Piazzale Roma in Venice is very close to Santa Lucia (Ferrovia) train station.
When you exist from the train stattion, you cross the Scalzi Bridge (Bridge of the Barefoot) to the other side, and walk along the Grand Canal for less than 400 metres.
You will see Piazzale Roma on your left.
The same goes when you want to go from Piazzale Roma to the train station.