Grenoble can easily be reached by train, plane or car. The Lyon airport, Airport Lyons-Saint Exupéry can be reached within in one hour with a shuttle bus.
Grenoble train station is connected to all majors French and several European cities wit the high speed train (TGV) .
Informations on schedule and prices can be found on the SNCF website.
From Lyon Saint-Exupéry airport you can go to Grenoble using the shuttle bus
Shuttle bus Grenoble Faure Vercors provide a bus each hours 7 day basis. When you arrive in Grenoble the stop is just few meters away from train station.
More details and a map are available here