The best way to get to Siklos is by car. As you drive through the small town you can see the castle on the only hill around:)
Inside you'll find a small chapel and a strange little museum on ladies gloves!!!!
Siklos is best accessed from Pecs, which is a 3 hour train ride from Budapest. While you are in the area be sure to visit the wine cellars in Villanyi and the healing church in Mariyagud.