There are several trains per day. When you start from Yushny station in Kaliningrad, you have to buy the ticket in the small hall off to the left as you enter the station building and there at the second window. You can buy a return ticket for 72 rubels (about 2 Euro). Alternatively, there are many buses too.
If travelling by train, make sure you get off at the second Svetlogorsk station. When arriving to the left of the station there is a platni toilet. The only one I saw in the whole town. And there is the town map too.