The train conductor will know to stop there mate, there will be a fair few off you at same time. Wouldn’t be any harm in asking him though, however on both my previous PRMC when I initially applied it just stopped there and same when I was in training.
Call them psychic, but the railway guards intuitively recognise a pale-faced, panic-struck recruit contender wearing their ill-fitting Dad's suit, a peculiarly tied neck-tie and carrying a borrowed suitcase as they approach the request stop at near enough the weekly time-slot
When you turn up and spend 30 minutes looking like a fair impersonation of a very nervous person waiting to do something very important, and more such people turn up, all dressed in suits and with short haircuts; the station staff notice.
However if you happen to get sent home early from PRMC, its worth noting you have to request the train stop when attempting to get back on it from CTC back to Exeter, otherwise the driver will smile as he rockets past the station.