I am in Brooklyn and planning to go to Woodbury Outlet in Central Valley, NY. How can I go there by train if possible.
When visiting an establishment, it is always good to check with them first for any transportation recommendations. In this case, the travel to Woodbury Common page has many sets of directions and links for various modes. They include a link to an official MTA page on getting out to Woodbury Common Premium Outlets.
You can do it in as few as two transfers from Brooklyn. You can take the New York City Subway to Penn Station, then any New Jersey Transit train to Secaucus Junction, then a Port Jervis Line (New Jersey Main Line) train to Harriman. You could also take the subway to World Trade Center, then the PATH train to Hoboken, and board a Port Jervis Line train from there. Once in Harriman, however, you'll need to call a taxi.