If your train is bound for NZM or NDLS & it has unscheduled/scheduled halt at OKA. Then you can take metro from Okhla NSIC metro station of Magenta Line metro to reach following locations. It will save your time as well as money -
1. For West Delhi & IGI Airport Terminal-1 => Take direct magenta line metro, fare would be around ₹40 for airport. Shuttle buses are also available to reach other terminals for ₹30. For dwarka, you can deboard at Palam or change metro to Blue Line at Janakpuri West.
2....
more...

For Old Gurugram => Take magenta line metro and deboard at Palam metro station it is almost close to Palam railway station and you can board passenger trains to reach old gurugram. (You can also take direct metro to reach old gurugram but it will take more time).
3. For New Gurugram (Cyber City, etc) => You can take magenta line and change metro to yellow line at hauz khas metro station to reach gurugram. Fare would be around ₹50 excluding rapid metro fare.
4. For South Delhi => DTC & DIMTS buses are available to various location as OKA station is located on the outer ring road. Fares for non-AC & AC buses are ₹5, ₹10 & ₹15 and ₹10, ₹15, ₹20 & ₹25 respectively depends on the distance you are travelling. You can also take metro.
5. For Noida => Take magenta line towards Botanical Garden. Train itself terminates at Botanical Garden which is located in Noida, fare would be ₹30. You can also change metro to Blue Line from there or catch auto, cab or bus if you need to go somewhere else in Noida. No need to pay auto or cab fare to reach Indraprastha from NZM.
6. For Greater Noida => Deboard at Botanical Garden station, from there you can get buses frequently towards pari chowk in greater noida. Fares for AC low floor would be ₹47 & non-AC would be ₹37.
7. For Faridabad => Take Magenta Line & change metro to Violet Line at Kalkaji Mandir station. Much better if your train stops at FDB.
Note:- Your luggage size should not exceed 15 kgs & length, width & height of 60 cm, 45 cm & 25 cm respectively. Also note that this tip is not for senior citizens & disabled and it is recommended that they should take cab or auto if they deboard at this station. You should not deboard here between 6 A.M. & sunset as this station remains deserted in night so higher chances of robbery & also magenta line only available between 6:30 AM (8:00 AM on sundays) to 11 PM.Reply to me if any correction is needed.