It's about 1 hour train ride from the Churchgate station on the Harbour line of the the Mumbai Rail Network. Get down at Borivali station.
A 10 minutes walk (2.5km) from the station you'll reach the main gate of the Sanjay Gandhi National Park. Or you may prefer to take an auto-rickshaw/bus to the main gate. For Kanheri Caves you'll need to go through the same gate as of the national park.
The entry point to the Kanheri Caves distance is about 5km. You can take one of those vans that shuttles between the main gate and the cave entrance. It's a 15 minutes ride, operates every 20 minutes.
First you'll need to pay the park entry fee (Rs20), the shuttle fee (Rs20 one way) and the Kanheri Caves entry fee (Rs5) . If you are traveling by private vehicles (car, bike etc), additional entry charges to be paid. You can drive all the way up to the cave entry point, from where you'll need to do a short trek to see the caves.
Note the park timing (7.30am to 6pm) and the cave timings (9am to 5pm). Don't miss to catch the last van back to the main gate, if you depend on one.
Both the park and the Kanheri Caves are closed on Mondays.