Bornholm is situated in the middle of the Baltic sea and thus accessible in numerous ways. Planes arrive from Hamburg (Germany), Copenhagen (Denmark), Oslo (Norway), Billund (Denmark) and routes from Poland and Sweden are being planned. Through these cities you have many options of connecting flights from all over the world.
Ferries arrive to Bornholm from Simrishamn and Ystad in Sweden, Swinoujie and Kolozberg in Poland, Sasnitz in Germany and from Køge south of Copenhagen.
Once there, use the local bus system, your own car or taxis to get around. The latter will prove expensive in the long run. Many prefer bicycles. They can be rented in almost every town and Bornholm has the most extensive net of bicycle routes in Denmark.