There are several bus stations in Madrid, but for long-distance trips, including foreign ones (to the capitals of European countries), you should immediately go to the large Sur bus station (Mendez Alvaro metro station). From Sol Square, which is considered the center of not only Madrid, but the whole of Spain, you can walk past the Prado and the Atocha station in 20-30 minutes, depending on your mood. Between the Atocha station, if you go around it on the right, and the bus station on foot for about 10 minutes.→