If you rock up at a train station with a bike you will have a big problem, a massive one if you dont speak fluent russian!!
I managed to get a bike transported from novosibirsk to moscow for about 100 dollars(!!) by going to nbs motors in N'birsk and getting them to ship with their other bikes, including getting it crated up for me. The bike took two weeks, so plan some sightseeing or similar, maybe a trip to St Petersburg for culture or nights out in Moscow for pure depravity and liver damage!
The bike arrived in Moscow just fine. NBS motors are in a large vehicle accesories etc shop compound to the north of the city, their address is 91KM Mkad (Mkad is the large circular outer ring road)