If you leave the station and turn right there is a pub called the White Lion about 5 minutes walk on the main road .Nice small pub with good beer and i think it does a bit of bar food
This was posted on the Away Travel board by Prentice, and looks helpful:
Vicarage Road
If you're coming up for the game on Saturday then look here for a visitors guide, with everything from car parking, to directions from the station and which pubs to look out for.