There is no train connection with the airport.
Car and bus
The airport is along the road from Windhoek to Gobabis (B6) which is also named the Trans-Kalahariweg, the exit to the airport is clearly indicated.
Buses leave the Departures Hall to the combined taxi and bus station on Independence Avenue in the center of Windhoek. There is also a direct connection with Eros Airport for flights within Namibia. Just like for taxis the bus rates are clearly indicated.
Car rental - Windhoek International Airport
There are counters in the Arrivals Hall for car rental companies: Avis, Budget, Europcar, Hertz and Imperial. You can also reserve a rental car in advance using the service EasyTerra provides, they compare the rates of several providers in a single quote.
Taxis are outside the Arrivals Hall, you can purchase a ticket in advance at a fixed rate. The prices for various destinations are given on a board. The official taxis are recognizable by a black rectangle with a number, it is better to use these official taxis. In the Central Hall, many taxi drivers will try to speak to you, do not discuss their proposals!
There are three different parking areas: for short-term parking, for longer-term parking and for long-term parking, the last area is in the shade and is guarded, if you are parking for more than five hours you are advised to put your car there.