Setúbal is a coastal town, known for its fishing activities, traditions and industrial area. It's the capital of the Setúbal district. You might also want to check out Serra da Arrábida, for the nature part of Setúbal.
You can access Setúbal by trains from Lisbon, and most towns in the surrounding area. You also have lots of trains from anywhere to Lisbon, if there is not a direct train to Setúbal, you might want to consider getting one to Lisbon, and then to Setúbal.
Shouldnt be a problem to find your way, Setubal is a major town in the area, so, if you are around, you will have signs to point out your way.
There are buses that serve from Lisbon to Setúbal everyday and almost every hour a day, if you're in the capital it won't be a problem. There are also buses that serve the surrounding area towns.
The troia is a peninsula near Setúbal, and that is probably the only way to commercially reach Setúbal on a boat.
Buses serve the whole town and are generally ok on schedules and quality.
Setúbal downtown is probably the place to go if you want to see the best parts of the city. Just ask how you can get to Avenida Luisa Tody (venue), and the rest will work out just fine. You can see some of the nicer monuments, architechture and daily life there. Also, at the end of the venue you will enter Arrabida. And anywhere in the sides is filled with shops and typical streets.
You might want to go to Arrabida to enjoy nature at his best in the Setúbal area, but be careful, its really not that hard to get lost there. Also, in avenida Luisa Tody, and if you are into some typical morning for many people, you can go to the fishmarket and see things around. Theatre Luisa Tody, is located in the venue also, if you are a theatre fan, shows will be in portuguese, though. You can also go for a walk in the park, it is located near the bus terminal, and rather near the Luisa Tody venue, its called "Parque do Bonfim" (Bonfim park)
There are several schools in Setúbal, and one polytechnic for higher education.
There are many shops spread around the city, as normal. In the Luisa Tody area you will find many small shops and bigger clothing shops mostly. For bigger commercial areas, theres the Aranguês Mall, which is well, not very big, but has a nice selection of stores. Theres the De Borla/Aqua park, where you can find some big and good appliances and eletronics shops. And theres the supermarket Jumbo, for your bigger needs, with a few shops outside too.
There are many typical restaurants where you can eat good grilled fish and typical food. Theres also a good deal of fast-food shops and pizza places. You can also find indian and japanese food. For unexpensive Japanese food, you can go to the aranguês area and ask around for the japanese place, you can eat about everything you want with only 7,5€.
There's a nice selection of bars in Setúbal downtown.
The most hotels and accommodation you can find are probably downtown (once again, Luisa Tody venue) and there's also an hotel near the Bonfim, which is near the bus station.
Setúbal is overall a safe area. There are some parts you might want to avoid, but the shabbiness will warn you of that. By day, even those parts you shouldnt have any problems, however, be cautious. Take the usual preccautions, mostly at night in Setúbal downtown, usually you wont have a problem, but if you are alone, at night, just walk in very well lit places and with many people around.