If you buy a ticket and then choose not to travel, you are entitled to a refund from the original retailer or Train Company who sold you the ticket. Unless the terms and conditions of your ticket (Advance Tickets for instance) indicate that it is non-refundable.
All refund requests must be made within 28 days of the ticket expiry date and if you have a physical ticket this will need to be returned to the retailer of the ticket in order to obtain a refund. A £10.00 administration charge per ticket is applicable in these circumstances. If the administration charge is greater than the ticket value then you will not be entitled to a refund.
If you purchased your ticket from another train operator or another ticket retailer such as Trainline then you will need to contact them directly in order to obtain your refund.