Directly outside the train station Zaandam there is a shopping esplanade (currently being completely rebuilt), a bike rental, taxi's and a hotel. It takes a ten minutes walk through the rather dull shopping esplanade (called Gedempte Gracht) to get to the slightly more atmospheric area where you can find the pubs and restaurants. That area, with streets like the Zuiddijk and Prins Hendrikkade, is located at the waterfront of the river Zaan.
In all honesty, the centre of Zaandam is not very special, except for a few nice pubs and a venue with live music. So...
Explore the typical Dutch landscape with completely flat meadows and windmills around the city. The region (Zaanstreek) is possibly the oldest industrial area in the world (it was not driven by steam but by wind), and it shows in many old buildings.
Trains run from Schiphol Airport, passing through station Amsterdam Sloterdijk.
Zaandam is just two stops from Amsterdam Central Station. You pass through station Amsterdam Sloterdijk. Trains leave regularly until 1 am.
Take from the northern part of the circular road of Amsterdam (Ringweg A10) the A8 to Zaanstad/Zaandam, and just follow the signs.
If you are into culture, do visit the Zaanse Schans.