West Railway station

You can go out waiting room and enter again. But if so, you still need to waiting in line and cross the security area again. Also, for entering the station, the ticket and passort is needed.
Thus, if you need to go out of the station, do not forget your ticket and passport.

Thank you Kevin. Can you tell me if the lockers aerea is before or after crossing the security aerea?
May be it's better left my bag in that area, catch my ticket train, go out for a ride and cross the security area 1-2 hours before I catch my train. What do you think?

There should have lockers both inside and outside the station. If you are just looking for a place to store your luggage, you can try to find one out of the station.