Easiest way is to drive. If you're in the city, it's about a 2.5 hour trip. There is parking onsite for you at The Graham & Co.
If you're coming from NYC and not driving/car pooling, I'd recommend taking a
Trailway bus from the Port Authority in NYC directly to Phoenicia (about 3 hour transit time, $40 one way trip, and drops you off a 4 minute walk away from The Graham & Co). Or you can take the Metro-North to Poughkeepsie and get a taxi from Poughkeepsie to Phoenicia (about $250 one way trip depending on taxi prices, 3 hours transit time (2 hours train, 1 hour taxi).
If you are flying in, I'd check flight prices into the city (JFK/LGA/EWR), because the closest airport to Phoenicia is technically Stewarts (SWF), and it might be more expensive to fly into SWF and get to Phoenicia than just flying into the city and taking the bus or car pooling upstate.