This city has no underground train system. But it has a very good public bus system. You must know the system though. The buses come indifferent colours, red, yellow and blue. They follow particular routes. It's easy to get lost in the city.
Easiest and most comfortable is to take a salon de cama which is a bus that allows you to stretch out, much like a sleeper on a train. Not a bad way to go.
The city has a major airport as well, the roads to Rio are good.
The only way to get there is by car, from São Paulo or Belo Horizonte.
1.Rent a Jeep, or a Offroad.
3. trekking aroud, keep walking, it is good to your health.