Tripadvisorの情報ですが、

http://www.tripadvisor.com/ShowTopic-g274909-i6176-k5843533-Sopron_train_station_for_baggage_check-Sopron_Gyor_Moson_Sopron_County_Central_Transdanubia.html

３.の回答者が以下のように述べています。

Re: sopron train station for baggage check
Nov 05, 2012, 10:03 AM

Hi, there are luggage lockers at Sopron train station. At least 2 different size of lockers, maybe 3. You have to insert a coin, then you get a key.
I think the small size was 200 HUF (one euro) for 12 hours (or for 24 hours?
I only remember I inserted 200 HUF but I only needed it for 6 hours).
The small one was quite big actually, I could fit my large bag in it. In the bigger ones you can store more then one bag.

If you come from the rails, they are in the main hall, to your left side, big, yellow ones, very easy to find.

外にはこんな情報もあります。こちらの方が信頼できそうです。

http://books.google.co.jp/books?id=hDgrD8pXvl4C&pg=PA380&lpg=PA380&dq=sopron+station+baggage&source=bl&ots=ZJgWjjD3nF&sig=vW1vPlJOMn4yivHXez5mCm2e-Sk&hl=ja&sa=X&ei=vZHeULT9AovNkgW42YCAAQ&ved=0CGoQ6AEwBw#v=onepage&q=sopron%20station%20baggage&f=false

１ページ目の下段に

Arrival in Sopron
By Train: Sopron's compact little train station is situated an easy half-mile walk south of the Old Town. Stepping into the main lobby with your back to the tracks, you'll find luggage lockers (on left), an ATM (on right), an international ticket ...

私が体験したわけではなく、あくまでネット上の情報ですが、ご参考までに。