There is a train from Grand Central that is 1.5 hours long. Its only a 5 minute drive to the Roundhouse, a 30 minute walk through town, and/or a 10 min Uber ride if you are staying at one of the Fishkill hotels.
If you are traveling from Grand Central, you can take the Hudson Line (Green) 9 stops to Beacon
You can download the MTA TrainTime app to check schedules and purchase tickets here: https://new.mta.info/traintime
New York Stewart International Airport (SWF) - Newburgh, NY
~ 20 min drive to Beacon
Westchester County Airport (HPN) - White Plains, NY
~1 hour drive to Beacon
Newark Liberty International Airport (EWR) - Newark, NJ
~1.5 hour drive to Beacon
LaGuardia Airport (LGA) - Queens, NY
~1.5-2 hour drive to Beacon
John F. Kennedy International Airport (JFK) - Queens, NY
~2 hour drive to Beacon