• By bus
• There are buses that serve from Lisbon to Setúbal everyday and almost every hour a day, if you're in the capital it won't be a problem. There are also buses that serve the surrounding area towns.
• By train
• You can access Setúbal by trains from Lisbon, and most towns in the surrounding area. You also have lots of trains from anywhere to Lisbon, if there is not a direct train to Setúbal, you might want to consider getting one to Lisbon, and then to Setúbal.
• By car
• It shouldn't be a problem to find your way, Setubal is a major town in the area, so, if you are around, you will have signs to point out your way.
• By boat
• The troia is a peninsula near Setúbal, and that is probably the only way to commercially reach Setúbal by boat.