By train
By train
There is a train station very near the centre. Outside, there is a "funiculaire", which will carry you and your luggage to the main area, which is higher then the station. If you arrive or depart very early or late, the 'funiculaire' will probably not be open. There are a couple hundred stairs instead. Trains come and go from the destinations you would expect, Paris, Bordeaux, Bayonne, etc.
In addition to the local trains, Pau is a stop on the TGV high speed train service to Paris with stops in Bordeaux. It takes approximately 5 hours to go from Paris to Pau on the TGV.