East Midlands Railway operates all trains from Matlock, and London trains from Nottingham, Derby, Chesterfield, and Sheffield. Their "walk-up" fares are horrendously expensive, but if you can plan ahead, there are some less-expensive deals to be had - as with other companies, the sooner you book, the less you pay.
If you are travelling a reasonable distance, it can be usefully cheaper to split your journey into sections and buy separate tickets for each section: the rule is that your train must stop at the station where your tickets join (but you don't need to get off). The Trainsplit website will suggest splits, in return for 15% of the saving.
The Trainline are probably the best-known booking system but they add extra charges even for collecting a ticket from a machine, so best avoided. Railrmartr charge the same prices as others, but offer the chance to rebook a fixed-train "advance" ticket up to the time of departure without a penalty (see their site for the small print).
Winster's nearest railway station is at Matlock, at the end of a single-track branch-line with trains every hour (two-hourly on Sunday mornings) to Derby and Nottingham.
There is a ticket machine at Matlock station. This will sell you tickets for immediate travel, and you can also use it to collect tickets that you have bought online.
Connections at Derby for trains to London are pretty good.
Combining train and bus to get to Winster via Matlock is a bit hit-and-miss: the timetables don't integrate well, and the bus no longer goes to the "new" bus station beside the railway station, instead serving the "old" bus station hidden near M&S on Bakewell Road.
The nearest mainline station is at Chesterfield - the far side of town, but not too bad to reach even at busy times. The station car park has CCTV (albeit just a couple of cameras) and is quite expensive (even for the "off peak" option). There's a much cheaper car park off the roundabout just before the station. But it is run by Excel Parking, who have had some very bad press for tough rules and inflexible application of them - eg big fines if you haven't paid within five minutes of entry. I got hit with a threatened fine for apparently parking outside a (very badly) marked bay: withdrawn on appeal, but quite a hassle.
There is also onstreet parking for free in Piccadilly Road which seems reasonably safe and is within about five minutes' walk (a bit spooky really late at night, but OK otherwise). Unfortunately, many types of ticket to London from Chesterfield are considerably more expensive than from Derby or Matlock.
Derby has nearly all of Chesterfield's trains (and the odd extra one too) but traffic problems are much more severe and the station is at the opposite side of the city centre. All three of their Car Parks are expensive. When last checked, it seemed no cheaper to use City Centre car parks either (those with CCTV were even more expensive than the station).
For ease of access, it might be worth trying Long Eaton station (close to Junction 25 on the M1) where many Derby to London trains stop. For the greatest flexibility of service, Loughborough is an option - most trains on both the Derby and Nottingham lines stop there - but the car park only takes 140 cars, so may be an issue on busy days.
East Midlands Parkway station near Junction 24 of the M1, is potentially a better option for parking, but the timetable is not clever - it may boast two trains per hour, but these are very badly timed.
Train travel to Leeds is easy, with a decent hourly service from Chesterfield - typically taking 1hr to 1hr30. Changing at Doncaster rather than Sheffield can result in a more comfortable journey.
For travel to Newcastle and Edinburgh, it is often easiest to drive to Doncaster. Newark is also a viable option - about 80 minutes' drive, but a secure car park (space may be tight on weekdays) and very fast trains from there to London or the North on the East Coast route.
For travel to Glasgow, Crewe (about 80 minutes by car) is often the best choice - but station car parking can fill up quite early in the day. Try online parking-space services like JustPark for alternatives.
For Manchester, the line starts at Buxton (cheap parking if you buy a train ticket), but the service (typically hourly) is very slow - you can usually overtake the train if you drive on to Disley (where the station is next to the A6). A bit further still is Hazel Grove station, which has more trains, and free parking (which fills up early in the day on weekdays). There is also the advantage that the 192 bus runs from Piccadilly Gardens to Hazel Grove every 15 minutes until the small hours (0035 Mon-Wed night, 0225 Thur night and 0335 on Fri and Sat nights when I last checked), so if you miss the last train (which is around 2310) you can still get home. A "Greater Manchester Wayfarer" ticket could be better value than ordinary tickets - ask at the station. For two people, check out "Duo" tickets. New Mills is another option (two stations on different lines, with New Mills Central having a slightly later last-train back from Manchester (dep 2324 last time I checked) - but I can't advise on parking options.
For "cheap" (Advance) tickets to the North-West (and, I suspect, Scotland via the West Coast line), there are sometimes much better options from Disley (and other stations between there and Stockport) than there are from Buxton (and stations to Furness Vale) - allowing you still to travel on the same train from Buxton, but saving a lot by combining a Buxton-Disley ticket with a Disley-onwards ticket.
Grindleford or Hathersage are also options for trains to Manchester. Chinley has the occasional extra train, which goes through Manchester and on to Liverpool without a change - but there are steep steps to the platform.