You can get to Wentworth Falls by train pretty easily. I was a bit worried when I got there as there were lots of signs and notices about areas being shut so I would advise checking out the status of the park before visiting.
When arriving, you can get to the falls themselves pretty easily. Once there, you can walk around the top area to get some great views of the Blue Mountains and then descend to the lower areas of the falls. There are a few different routes if you want to explore a bit more – although I went down to the main falls, I didn’t descend right to the bottom as it looked a pretty tough route and noone else seemed to be going that way but the option is there for a more challenging hike if you’re looking for that.