The district of Setubal is located around 35km south east from the capital of Portugal (Lisbon) and around 220km from the Algarve.
The city of Setubal is the capital of the district that consists of several locations: Palmela, Azeitão, Sesimbra, Álcacer do Sal, Sines, Montijo, Palmela, Grândola, amongst others, each of them with specific characteristics.
If you're taking a flight to Portugal, the best way to reach Setubal is flying to Lisbon airport. From there you can take a taxi, a coach, rent a car or even take the train. Depending on your transportation, the journey will take around half an hour to Setubal.
Another alternative is taking a flight to Faro airport in the Algarve and then go up north until you reach Setubal. This journey will take you around 2 hours on the motorway but if you have the time, you can travel along the "Costa Vicentina" from the Algarve to Setubal, which is a wonderful and relaxing trip along white sandy beaches and typical Portuguese villages, reaching Setubal just in time for dinner.
In this map you can see the Setubal district with its several locations. On the left side just below Sesimbra is the Setubal bay that meets here with the Atlantic ocean.
Click the image to enlarge