Long distance trains stop in Fernbahnhof, local trains stop in Regionalbahnhof.
Coming from Bruxelles / Cologne you'll most likely arrive in an ICE at Fernbahnhof.
Both train stations are located at Terminal 1. The regional train station is closer to the terminal, almost inside the terminal. The long distance train station requires a 7-8 minutes walk (maybe 300 meter, indoors, including escalators), depending on the amount of people. The way is all covered and well marked, so you don't have to fear to get lost.
You should not try to avoid this walk unless you have to change trains at Frankfurt Hauptbahnhof (central station) - otherwise it's close to impossible to conveniently change to a regional train to arrive at Regionalbahnhof - you will waste much more time changing trains than you need for walking.
Additional information - not actually asked in the question:
If you're coming from Frankfurt central station, you should try to take a regional train instead of a (not faster but more expensive) long distance train. The duration of the trip is the same for all kinds of trains, but as said before, the Regionalbahnhof for regional trains is closer to the terminal. Typically, the fastest connection is using S8 or S9 from (underground) platform 103 - they run every 15 minutes during the day. Sometimes there are other S or RE trains starting from the ground level platforms as well - just check the time table in case there is no connection in the underground station within 15 minutes.