Nong Khai is the terminus of the northeastern railway line from Bangkok via Khon Kaen and Udon Thani. The trip takes 10-12 hours and a first class sleeper ticket from Bangkok to Nong Khai or vice versa is currently about 1,200 baht, and a second class sleeper ticket (not bad for the price) is 748 baht. Sleepers often sell out at peak times so you may need to book in advance.
Shuttle services operate onward from Nong Khai to Thanaleng, Laos (near Vientiane) four times a day, consistent with the arrivals and departures of the Bangkok trains. You can only buy tickets at Nong Khai station, and you need to pass through immigration as well. (If coming in on train #69 from Bangkok, there's a 90-minute window to do this.) Once the formalities are done, the trip itself across the Friendship Bridge only takes 15 minutes. Visa on arrival is available on the Lao side.
courtesy: wikitravel
Leave the railway station. The Library is right opposite the building
Note: Library is closed on Sundays and Holidays