Zurgena station is actually in La Alfoquia, 1½ kilometres from Zurgena town. It is easy to find. Take exit 547 from the E15/A7 and follow for Albox. After 7km take exit 79 to 'La Alfoquia'. The museum is the first exit from the first roundabout that you encounter. From the direction of Baza, take exit 79 from the A334 after passing the turn-offs to Albox.
Note: The museum is not yet open but is still worth a visit if you are interested in The GSSR and the station itself.