It's literally immediately outside the theme parks - 30 seconds walk from the gates. It's much closer than the car park, closer than Disney Village (which is also just outside the parks) and closer than any of the hotels other than Disneyland Hotel.
Yeah you walk past it between the Disney Village and the Park. So either a few minute shuttle bus, or 15 minute walk between the station and the hotels.
Take a look at this picture, courtesy of google maps.
That should give you a good idea of how close it is. The station is the building at the top, the village is on the right and the parks are top left and top right (Disneyland Park and Studios respectively).