Take the Air train. Follow the signs to Air Train.
(You will have to buy a ticket in a machine for both the Air Train and New Jersey transit. Your destination is New York Penn station. Hold onto your ticket because you will need it on the second train.)
You get off the Air Train at the Rail Link station. You look for New Jersey Transit. There you will see a schedule of trains. Take the next train that goes to New York Penn.
Once you arrive at Penn Station, walk or take subway to 42nd St.