You need to get to Gare ST Lazare. You can get there by taxi, or if there are budget restraints it is a quick ride on the RER-- take the "B" line to Gare du Nord and change to the "E" line to St Lazare.

Here is the SNCF site:

http://www.voyages-sncf.com/

Looks like a 2 hour ride to Bayeux, if the timing suits you, you won't have to change trains at Caen.