The best way to plan your journey is to use Mobiliteit.lu.
Here's a direct link to get there.
If you're arriving by train, you'll probably end up at the central station in Luxembourg city, set "Luxembourg, Gare Centrale" as "From" station.
If you're arriving by airplane, set "Luxembourg, Findel" as "From" station.
It's a 10 minute walk from the train station to the camp site. Route (google maps)