I went this past January, and yeah you need to take a 2.5 hour train ride which is pretty amazing because you are on a bullet train going through the mountains.
You do need to take about a $35 cab to get there. I don't think they sell equipment as it is mainly a gallery, but they do sell some sweet merch there like tshirts, pins, books, calendars, etc. They gave me like 4 huge posters for free also. I think its worth it because the building itself is pretty amazing and I even got see Mr. Amano but he was on his way out.
Highly recommended. I didnt stay in Niigata, but next time I would.