You have to select the city first,then another drop-down menu opens where you select the station. So "Bilbao" and then "ZAZPIKALEAK/CASCO VIEJO-BILBAO" for "origin", then "Hendaia" and "HENDAIA" fir destination (there is only one Euskotren station in Hendaia, but the form isn't smart enough to preselect it).
Trains to Donostia leave Bilbao at :58, arrive there 2:40 hrs later at :38, train to Hendaia leaves at :45, arrives 37 minutes later at :22. Hourly trains, no reservations.
ETA the train stops at other Bilbao stations as well - if you're nearer to one of the other stops try that one as a departure point.