Hot Springs National Park is in an urban area, surrounding the north end of the city of Hot Springs. There are no park-owned parking areas, but the city has a large parking deck one block west of Bathhouse Row and there are parking spaces along the downtown streets and several private parking lots.
For information on the park's firearms policy, please read more about it here.
The city of Hot Springs also goes by the name Hot Springs National Park and many businesses not related to the federal national park use the words "national park" in their business name. The official National Park Service arrowhead will be displayed at the federal Hot Springs National Park facilities.
The hot springs only emerge in the downtown Bathhouse Row area. To use them you must go to a bathhouse. Here's more information. If you want to collect spring water to take home, you can bring bottles or jugs to do so. To find out more about drinking the water, read this.
You can find out more about bathhouses and the traditional therapeutic bath by watching "Taking the Baths" in the visitor center at the Fordyce Bathhouse. Look at the exhibits to find out how the town grew up around the hot springs.