Nearest Train station is actually at Balsicas from where you can get trains to Murcia and Madrid but not sure if they go to Alicante, you may need to change at Murcia, as Margaret says RENFE website should be able to help.
Balsicas is just off the C3319 which is the San Javier to Murcia road and is probably about 15 minute drive to Roda.
There is also a smaller station at Torre Pacheco but I think only go toward Cartagena and Murcia and not mainline.
Unfortunately the speedy train service down the coast has not reached Murcia yet but that is coming.
Another good website to use for European Rail Travel and all in English is http://www.seat61.com
Good luck