Hello Shred,
I tried to get around the place a couple of years ago but was sent back to the station by a plain clothed security guy more or less straight away.
No shots were fired or anything but it's basically old school russia so it probably wouldn't end in a good way if you pushed it too far?
There wasn't a great deal to be seen there anyway to be honest..they run two or three loco hauled trains to Moscow a day and the Bucharest plus the odd electricha unit.
The airport can be reached by mashrutka minibus from the main road outside of the station for just a few pence - and don't change too much money as you won't be able to spend it!
Hope this helps,
ZTB.