In Jyväskylä the train brings you to the new Travel Centre right in the heart of the city (Hannikaisenkatu 20). From the Travel Centre you can take a taxi or a bus to get to your destination. The city buses' main stops are a short walking distance from the Travel Centre.
Other places in Central Finland that you can reach by train:
For a map of Jyväskylä, go to http://kartta.jkl.fi/
Select the English version and write 'Matkakeskus' (Travel Centre) in the Search box.