Lisbon Region is in Portugal.
You will need to check bus timetables carefully but both train lines are frequent and cheap. if you return from Cascais after dark (avoid the late-night train, for safety reasons), you will get wonderful views in Belem of the floodlit buildings.
Usually safe; take precautions as always, especially in Lisbon buses, trains, and trams. Cais do Sodre station should be avoided late at night. as well some parts of Bairro Alto nightclubs. Also avoid dark alleys.