I am looking for a hostel near the train station. But it seems that most of them are very far away (say, 5km) from the train station.
I have many luggage, so it is preferable to be walking distance.
Mark's answer is right, I just want to add some useful references for you. If you are in Russia, you can use the map engine from biggest Russian search provider, Yandex: Maps.Yandex (in English). They works perfectly on mobile, so this is quite useful for you. They are similar to GoogleMaps, but are much more detailed for Russian cities. For example, Yekaterinburg:
If you interested in some mobile application similar to Maps.Yandex, I recommend you 2Gis. It can get your location and show interesting places around you. I works even without Internet connection, so sometimes is very useful:
Yes. I only arrived at night and was leaving at like 3pm the next day on a new train, but was able to explore around the river, some of the old streets and beautiful buildings, look for the keyboard sculpture (a bit worn down but geeky), and then stroll along to the station with my bags.
Note that there's also a small metro, so if your hostel is close to the metro it'd help a lot. I stayed in some weird hotel/hostel that seemed to be basically dozens of middle-aged men, but hey, the bed was comfy and it was only one night. Unfortunately I can't remember the name or exact location.
For reference, I had a backpack and a day-pack with me, so wasn't walking too far!
On this map of the city - place locator number 8 is basically where the Central station is, and as you can see, it's very central.
You can also get around by metro, bus, tram, trolley and mashrutka.