After Hagrid has taken Harry to Diagon Alley for his school supplies he buys Harry 'a bit to eat' as they wait for Harry's train. Harry sits in the window, waiting to catch a glimpse of Hagrid as the train pulls out 'but he blinked, and Hagrid had gone'.
MEANING... Harry is on a train back to King’s Cross / the Dursleys (who are still stuck in the hut on the Rock).
How on EARTH does Harry move his new purchases and his 11 yr old self the many miles from the train station to the Dursleys house??
Once Harry and Hagrid are done buying his Hogwarts supplies in Diagon Alley, Hagrid takes him back to the train station, and gets him lunch before it’s time for Harry’s train to leave.
“The late-afternoon sun hung low in the sky as Harry and Hagrid made their way back down Diagon Alley, back through the wall, back through the Leaky Cauldron, now empty. Harry didn’t speak at all as they walked down the road; he didn’t even notice how much people were gawping at them on the Underground, laden as they were with all their funny-shaped packages, with the sleeping snowy owl on Harry’s lap. Up another escalator, out into Paddington station; Harry only realised where they were when Hagrid tapped him on the shoulder.
‘Got time fer a bite to eat before yer train leaves,’ he said.”
- Harry Potter and the Philosopher's Stone, Chapter 5 (Diagon Alley)
The train Harry gets on would take him back to the Dursleys - presumably not directly to their house of course, but close enough to it that he could find his own way back.
“Hagrid helped Harry on to the train that would take him back to the Dursleys, then handed him an envelope.
‘Yer ticket fer Hogwarts,’ he said. ‘First o’ September – King’s Cross – it’s all on yer ticket.”
- Harry Potter and the Philosopher's Stone, Chapter 5 (Diagon Alley)
Harry gets from Diagon Alley to the Dursleys by taking a train back, and presumably either walks or finds transport the rest of the way traveling back with his belongings.
Because JKR is bad at maths™. (Also known as plot hole/inconsistency.)