There are no direct trains from Oxford to Cambridge, which is a shame because many people want to travel between the two university cities when they are visiting the UK.
In order to take a train from Oxford to Cambridge, you must take a train from Oxford to London then another train from London to Cambridge.
Your second train will leave from a different station than your first arrived at, which means that you will have to transfer stations. This can be done via bus, taxi, or the tube, but it is not exactly a smooth or quick process. It can also add unnecessary delays to your journey.
A better way than taking a train from Oxford to Cambridge is to travel by bus from Oxford to Cambridge. Buses are direct and do not require a change. The trip takes 3 hours and 20 minutes, and is easier than taking two trains and changing stations in London.