Don't leave your car for more than a day or so at any of the public lots in downtown Sac, including the station lot. Cost is pretty steep, and after a day or 2 some kind of vehicular molestation is almost a given. If you can get a ride to/from the station and not park at all, do it. Supershuttle ($$$)? If you're close to a connecting Amtrak bus stop (or can be dropped/picked up there) consider that (through ticketing is also possible that way), and maybe safe long-term parking is more available in or near your home town.

Beware on-street parking or use of a public park/ride lot anywhere in CA. After 3 days your vehicle can be towed.

Light Rail Gold Line (from Folsom and Sunrise) runs into the back side of the station, so if you can get somebody to drop you off at a light rail station along that line that's a possibility - but the operating hours pretty much don't work if you're using the Starlate. Fare $2.50 each way. DON'T leave your vehicle at a light rail parking lot overnight, let alone for a couple of weeks - some kind of loss will almost certainly occur, and RT will tow after a few days.

If you must drive in you might want to park at the airport's long-term lot, or make a deal with someplace patrolled like an airport-oriented hotel (some will do stay a night & leave your car for a week, or something like that), and either get a taxi downtown ($$$$) or catch the Yolobus from the airport (several blocks walk from the nearest stop to Amtrak, though, and also no good for Starlate connections), or ask if the hotel's airport shuttle will take you to/from Amtrak. Even then ... couple of weeks is a long time to leave a vehicle in any public lot.

Sacramento in particular and the metro region in general are very bad for car burglaries and theft. Unless you have a way to lock it up in a private garage (a friend's house?) or locked/fenced or patrolled lot I wouldn't leave a vehicle there for a long period.