I don't have a very specific answer, but they seem to be right next to each other, and you buy your ticket right there - i.e., exit BART and then you walk right to Amtrak. My only concern is that you not dawdle around looking for how to buy the Amtrak ticket (maybe you can buy in advance) and look "lost" as this is really not the best area to be lost in, or appear that way.

There are also Amtrak buses that stop in downtown SF that take you over to the Emeryville station. This would be my first choice of safe options, although I have no idea how frequently they run.