By train...

Principals trains to go to Trento are:

Milano – Verona – Trento
Roma - Bologna – Verona – Trento
Venezia – Verona – Trento
Brennero – Trento

See the time tables of Trenitalia  -  Call Center Trenitalia : 892021

In 200 m to the train station in Trento, it's very easy to go to the station Trento – Malè – Marilleva , where you can take the train that connect Trento to the Val di Sole. The train stops in all the stations until Marilleva.
See the time tables Trento – Malè – Marilleva 900