As has been indicated, Heathrow Airport has its own station, on the National Rail network.
The Heathrow Express trains run non-stop to London Paddington. (Trains run every 15 minutes, with a journey time of 15 minutes).
The Heathrow Connect trains provide a (cheaper) stopping service into Paddinton. (Trains every 30 minutes, journey time 26 minutes).
Times of all National Rail services to and from Heathrow (including connections for anywhere in the country) can be found here:
http://www.nationalrail.co.uk/
There are also three underground stations at Heathrow, providing the cheapest (but slowest) route into central London, on the Piccadilly Line.
Chris