How to get there:

By plane. Lisbon/Portela
By Taxi. The ride from Lisbon airport to the center of Setubal costs around 60 Euros.
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. It's 55 km away from Lisbon Airport.
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 boat. The troia is a peninsula near Setúbal, and that is probably the only way to commercially reach Setúbal by boat. You can reach Setubal (from Troia) by ferryboat or catamaran.