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Both the Amtrak and Greyhound station are approximately on the corner of Liberty Avenue and 11th Street in downtown Pittsburgh.
It is approximately 4 miles from either station to the Wyndham, and another mile further to CMU campus. Both are accessible via bus or taxi, although it is about a 1/4 mile walk to the most convenient station.
The best buses to take (either way) are the 61A,B or C. Schedules for those buses are at the website, but generally they come every 15 minutes during business hours.
It is $1.25 to travel between downtown to Oakland (where both the hotel and campus are located) and it takes approximately 15-20 minutes to do so.
From downtown to Oakland, the nearest stop is at the corner of Grant and Fifth, on the South (farther) side of the street. Bus stops are marked with a sign and a booth there in front of the Castle-like city/county government building.
Here is a map.