I do not understand why these two towns are linked in one site; there do not appear to have any physical connection. Mantova is reached by train from Verona and Padova (in the Veneto) while Sabbioneta is reached by bus from Parma or Casalmaggiore.
From Mantova station a bus CC circulates around the sites, first to Piazza Erbe for Piazzas Sordello and Broletto and the Ducal Palace, then to Porta Pusteria for Palazzo Te.
The pristine town of Sabbioneta is so small that it can easily be walked around.