You need a bus to Kudat. It can be found in Padang Merdekan in Kota Kinabalu. Buses depart at 7:30am and 12pm. RM10 one way. It is better to clarify the departure time in advance. But if you're already at the station and no buses, Shared Taxis are also available until 4pm – RM25 per person.
Tamu is the largest Sunday market in the state Sabah.
If you want to stay in the town, you can find hotels in the five-minute walk from the bus station.