The best way to plan your journey is to use Mobiliteit.lu.
Here's a direct link to set the correct destination right away.
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)
There is no car paring on site or around the site. Car parks are marked in green on the map and are between 1000m and 1600m away. So drive onto the site, unpack all, and put the car on one of the car parks. Then have a little walk though town.