Subway is the cheapest way to go. Take Airtrain from terminal to Jamaica Station and transfer to the E subway. At Lexington Ave./53rd St. transfer to the uptown #6 subway. At 86th St. get off and wait for the uptown #4 and take that to Yankee Stadium. Total cost is $7.25. They can check at Ground Transportation for a shared shuttle but it may cost $20+.
Subway is the cheapest way