There is an Amtrak Train depot in Winona and it is located at 65 E. 11th Street. The Empire Builder arrives in and departs from Winona twice a day. Some people have made a day trip to Winona from St. Paul, taking the morning train from St. Paul and returning to St. Paul on the evening train. https://www.amtrak.com/empire-builder-train
There are parking options to leave your car at the Amtrak station while you take the train to your destination: Please click on this link for more information:
https://www.amtrak.com/servlet/ContentServer?pagename=am/am2Station/Station_Page&code=WIN