In "The Adventure of The Speckled Band," where did Holmes and Watson catch the train from and where to?

When Sherlock Holmes wakes his friend in the early morning, Dr. Watson states:

He was a late riser, as a rule, and as the clock on the mantelpiece showed me that it was only a quarter-past seven, I blinked up at him in some surprise, and perhaps just a little resentment, for I was myself regular in my habits.

Their visitor Helen Stoner explains why and how she has arrived so early.

“I started from home...

When Sherlock Holmes wakes his friend in the early morning, Dr. Watson states:

He was a late riser, as a rule, and as the clock on the mantelpiece showed me that it was only a quarter-past seven, I blinked up at him in some surprise, and perhaps just a little resentment, for I was myself regular in my habits.

Their visitor Helen Stoner explains why and how she has arrived so early.

“I started from home before six, reached Leatherhead at twenty past, and came in by the first train to Waterloo.”

It only took her twenty minutes to reach Leatherhead Station from her home at Stoke Moran, and she must have reached London in less than a half hour. She took a dog cart from Stoke Moran to Leatherhead and hired a cab at Waterloo Station in London to take her to Baker Street. 

When Sherlock Holmes and Dr. Watson go down to Stoke Moran, they follow Helen Stoner's journey in reverse. They take a cab to Waterloo Station, the major London train station, named in honor of the famous battle of Waterloo in which the British defeated Napoleon Bonaparte.

At Waterloo we were fortunate in catching a train for Leatherhead, where we hired a trap at the station inn and drove for four or five miles through the lovely Surrey lanes.

It is noteworthy that Holmes solves the case in less than twenty-four hours. Helen Stoner presents herself at 7:15 A.M. Holmes and Watson spend the darkest hours of that night in her room. Dr. Roylott sends the "speckled band" through the ventilator shortly after 3 A.M. and is dead within less than an hour. Holmes has not only succeeded in protecting his client as he was originally commissioned to do, but he has solved the two-year-old "locked room murder mystery" surrounding the death of Helen's sister Julia. 

According to Dr. Watson:

The little which I had yet to learn of the case was told me by Sherlock Holmes as we travelled back next day.

That would be the day after Helen Stoner came to 221B Baker Street with her complicated problem.