Can someone please advise us how to go from Caldas Da Rainha to Cascais by train? Thank you
this may help
https://www.rome2rio.com/map/Caldas-da-Rainha/Cascais
The only train that comes to Cascais is the commuter train from Cais do Sodre in Lisbon. You will have to get from Caldas da Rainha to Lisbon before taking the train to Cascais. The Rome2Rio is likely your best resourse.