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Santander is a port city in Spain, the capital of the autonomous community of Cantabria. It is situated on the north coast of the country between Asturias (to the west) and the Basque Country (to the east).
Walk down along the Autovia S10 until after the roundabout Enlace de la Marga and a bit further (some 200m) to the gas station. From there you can either try signs (unlikely) or talk to people. You need to get at least to the next gas station on the A8 (not too far away), at Hoznayo. Anywhere from there you will make it to Bilbao.
Stand in the roundpoint at the entrance of Autovia S20, close to the gas station. From there the next big city will be Torrelavega where you can decide to go either South (towards Madrid) or West (towards Oviedo).