Transportation to, from, and around Wesleyan isn't fantastic, but it could be worse. The nearest airport is about 30 to 40 minutes away, so most students split a taxi ($60), take the Wesleyan shuttle when available ($15), or have a friend drive them (free to $20, depending on how nice your friend is). Note: If you have a car, you will be asked to drive people to the airport and the two train stations multiple times throughout the year, so it's better to make friends with someone who has a car rather than having one yourself. There are also public buses that run to grocery stores and other such nearby places, but they are not as frequently used.
On campus, Wesleyan has a great system called "The Ride" that cruises around picking up students and dropping them off where they need to go. While you can't summon it to come get you, it's free, and they don't judge you on your state of inebriation or laziness. Other than that, the campus is very walkable, and Main Street (restaurants, Rite Aid, and a theater) is easily within walking distance.