If you choose to fly to Cascais then the nearest airport is in Lisbon, which is around 40 minutes drive south of the town.
If you are renting a car and driving from Lisbon to Cascais you will need to take the A5 highway with signs to Estoril and Cascais. From Lisbon Airport to Cascais it is around 34kms or 23 miles.
Trains run around every 15 mins from Lisbon (Cais do Sodre station) along the coastline of the Atlantic to Cascias and takes around 30 mins
The train station at Cascais is modern and clean with good services along the coast.
Check out the website for more information
If you come from Lisbon and if you travel by car, you will be able to use A5 high way, or if you want to enjoy an amazing landscape, use the national road EN 6.
The best way to reach Cascais is by train. The tarin leaves Cais do Sodre every half an hour. The view of the coast neat Tagus river is something you'll never forget.