If you don't drive, hop on the train at Grand Central. It's very easy, stress free and when you arrive in Pleasantville you're 2 mins away from the theater. 

 
 

The Jacob Burns Film Center is located at:  364 Manville Rd., Pleasantville, NY 10570.

If you're coming from Manhattan, you'll find the drive up beautiful and relaxing.

For train schedule visit the MTA website  or download the MTA app: Train Time.