If you are coming by car, Marina Square Shopping Centre and Pierside Shopping Centre both offer parking. There is also 3 hour parking on the surrounding streets:
The free Community Free Shuttle Bus from Rhodes runs every 10 minutes.
The following routes stops directly in front:
Walking from Rhodes Station, it's about a 17 minute walk across Bennelong Bridge.
From Rhodes Station, it takes about 4 minutes with a bicycle or scooter.
The closest ferry wharf is Sydney Olympic Park Wharf. From there, it is a short 5 minutes walk to WPCCL.