You'll need to take a Greyhound bus from Port Authority Bus Terminal in Manhattan to Albany. You can take the NYAS express bus to Port Authority from your terminal for $15 or Airtrain to Jamaica Station and E subway to 42nd St./Port Authority for $7.25. Amtrak has train service to Albany from Penn Station (also reached by NYAS bus or E subway) but bus is cheaper than train. Check www.greyhound.com or www.amtrak.com for fares and schedules to Albany.
You'll need to take a