venice

There is a causeway from the mainland to Venice which carries both road and rail (Ponte della Libertà). But it is a dead end. At the end is a square called Piazzale Roma which contains a bus station and a multi-storey car park, plus the entrance to the cruise dock terminal.
You either leave your car in the paid car park, or turn round and drive back across the causeway, there is no other option.

Once you have disencumbered yourself of your car you walk a short distance to the Ponte della Costituzione, and you are on the Grand Canal.

Other posters will undoubtedly tell you how much parking costs, but it is not cheap.

If you are staying on the Lido (which does allow cars), there is a regular service to the main Venetian islands by Venetian Water Bus service (Vaporetti)

Are there roads from the mainland of Italy to Lido if we stay there and then take the waterbus over to Venice. It may be cheaper with parking etc to stay there and transit. what do you think?

I have never been to the Lido for any length of time, but I just looked it up and it is connected by car ferry from the rest of Italy. So you could ferry your car over to it. I can't advise on staying there, I have no clue, but a car will be a huge hassle anywhere in venice. So you will DEFINITELY want to find somewhere to park the car for the duration of your venice visit. Be it on the lido somewhere, or even further out on the mainland (by the airport?) then transit in to a hotel in the core of venice. Obviously, there are no cars in the historic core of venice, what with it being canal based and full of water. I would advise the same in Rome, obviously there are plenty of cars, but you don't want to drive there. Ditto for a lot of older towns - very difficult to drive in, and often not allowed anyway. Get comfortable with parking the car a ways out and taking transit into the core.

Lido is an island, a long thin one that forms part of the barrier between the Venice lagoon and the open sea. It is connected to the mainland by car ferries, but I don't know any details. You could try googling for "Lido car ferry".

If you plan to stay only one night in Venice, just park it in the garage at Piazzale Roma. It won't break the bank.

Buongiorno dmlein1.
I haven't been to Lido in many years (since I was living in Italy in fact). But you can take a ferry and take your car to it. If your hotel at the Lido has free parking and you are staying a few days then it might be cheaper than parking at Piazzale Roma or Tronchetto.
The parking at Piazzale Roma or Tronchetto cost (at least the last time I went with a car in 2013) about €25 a day. There are several parking structure. The Autorimessa Comunale and another next door that charges by the hour. Don't park at the hourly if you plan to stay longer than 6-8 hours because it will come to higher than 24 hours at the daily parking. The Tronchetto island, a bit further, has a huge parking structure that might charge a bit less. Just google Tronchetto Parcheggio and it should come up, just check the prices.
As I mentioned, if you stay a few days, and your hotel provides free parking, then it might pay to take your car across to Lido. The ferry charge (line 17 is the ferry you need) varies depending on the size of the car. If you rent a Smart or similar, you might get away with the lower price at €13 each way, or if it's a car over 4mt long you might have to pay over €20 each way. So if you stay two days it pays to ferry it across (assuming your hotel has free parking). The ferry is at the Tronchetto near the parking structure. Follow the signs to TRONCHETTO - FERRY PER IL LIDO, after you cross the bridge from Mestre.
Below are the price details. Somewhere in the same ACTV site (that's Venice Transport Agency) you can see the PDF map of lines and also the timetable for all lines including the car ferry line 17 from Tronchetto to Lido. They are pretty frequent, one every 50 min.
http://www.actv.it/en/movinginvenice/prices

In Rick's books, he also mentions parking on the mainland, in Mestre, which is much cheaper than Tronchetto or Piazzale Roma. From Mestre, you can take a bus to Piazzale Roma or a train to Venezia Santa Lucia station, then walk or take a vaporetto to the rest of Venice.

I have no personal experience with any of these. However, I have read several accounts on this helpline of people who were nabbed by the speed cameras on the causeway connecting Venice with the mainland. If you do drive to Piazzale Roma or Tronchetto, don't go over the speed limit by even a little bit, or you'll get two "souvenirs" of your trip months later - first a charge from your rental car company, then the speeding ticket itself.