http://www.nysubway.com/map/
If you mean Sunset Park in Brooklyn NY:
The R line (yellow) has a station at 45th and 4th very near Sunset. The D and M subway lines are also nearby and there is a transfer station between them all at 36th St. (or you could walk from there). I always take the AirTrain to the A line subway @ Howard Beach Station: $5 Airtrain, $2 subway fare. You will have to transfer from the A line to the other lines.
I do not know the best transfers. Check out the links.
Possibly: the A line to the F line at Jay St - Boro Hall; F line to R line at 4th Av- 9th St.
http://www.mta.info/nyct/maps/submap.htm
JFK to Sunset Park Brooklyn