Newhaven is in East Sussex.
By train from Lewes or Brighton. By ferry from Calais. The best thing about Newhaven is the Ferry or Catamaran service to Calais. There's nothing to see here really.
Well, there is one thing. There's Newhaven Fort, a WWII fort. There are probably coastal walks towards Brighton, but a better bet would be to go the other direction from Seaford towards Cuckhaven and on over the Seven Sisters towards Beachy Head.