To get to Murren from Wengen you have 2 options.
Train from Wengen to Lauterbrunnen > Walk across the street to the Grutschalp cable car > Cable car to Grutschalp > Train to Murren (this puts you on the north side of the village)
Or
Train from Wengen to Lauterbrunnen > Walk over to the bus stop and take the bus to Stechelberg > Cable car to Gimmelwald > Cable car to Murren (this puts you on the south side of the village at the Schilthornbahn where you can continue riding up the Schilthorn if you’d like)
Some chose to go up one way and return the other way to see more. Or you can come/go the same way if you’d like. For times/route options, see SBB.ch or put the SBB app on your phone.