Where do I enter the train station if I'm going to Harrisburg PA

Doesn't matter... Once you're inside, there will be plenty of signage to get you to where you need to be. Staff from Amtrack and/or the Port Authority will be around to help you if you need it.

just get inside

I think the Amtrack side

Doesn't matter. Once you get inside, ask, they will direct you where to go.