pick up rental car from amtrak station in schenectady NY?

I’ve only travelled by Amtrak a couple of times. A big catch seems to be that few stations have rental car places. I’m planning a trip to Schenectady NY. Amtrak’s web site talks about discounts they arrange with local car rental places, but then they have a map showing them all several miles from the station. How do you get from the train station to the car rental place? Will the rental places pick you up? Is there a shuttle bus? Do I need to find a taxi? Or what?