LEGOLAND Windsor is situated on the B3022 Windsor/Ascot road, around two miles from Windsor town centre. It's well signposted from the M25, M3 (J3) and M4 (J6).
Parking is not free, and a £2 parking ticket must be purchased from a ticket booth before leaving the park, or online prior to visiting.
'Preferred parking' is available near the park entrance for a higher fee. My advice: don't bother with it. You're going to be walking a lot during your day anyway!
Standard parking is free for Merlin Premium Annual Pass Holders, LEGOLAND Premium Annual Pass Holders, and for all annual pass holders who's passes were purchased/renewed prior to the 4th January 2011. Standard LEGOLAND/Merlin Annual Passes purchased/renewed after the 4th January 2011 do not, unfortunately, include parking.
There is a regular shuttle bus service from Windsor town centre to the park (timetable information), so any train to either Windsor & Eton Central or Windsor & Eton Riverside will do the trick. First Great Western and South West Trains provide packages including train fare, shuttle bus fare and park entrance - they can save you a bit of money, so take a look!