The closest stop of the NY Subway is Woodlawn. Don’t confuse the Train station and the subway station that share the same name – they are on opposite sides of a very large cemetary.
From the subway station you can take the trains and transfer to anywhere in New York. Parking in the area is usually easy to find and cheap. The subway is much cheaper than the train, and goes to many more places. The Metro North train only stops at two places in Manhattan, whereas the subway goes all over.