From Praça Marques de Pombal, Lisbon,one has two simple options to get to Lagos in the Algarve.
1) By Train
Take the Metro Line Amarelo(Yellow line) direction Odivelas.
Descend at the 4th stop Entrecampos.
(Both Alfa-Pendular & Intercidades)
They usually leave from Platform 4
Remember that one has to change at Tunes Junction (between 2hrs 20mins and 2hrs 50mins from Entrecampos ) for the connecting local Algarve Line train to Lagos. There have been recent reports that conductors have NOT been announcing Tunes prior to arrival, causing mayhem on occasion.
2) By Bus
Enter the Metro
Take the Metro Line Azul (Blue) in direction of Reboleira (new terminus as from 13th April,2016) and descend at the 4th stop Jardim Zoológico Metro Station. Follow the signs for Rodoviario. This bus station is also know as Sete Rios, as is the train station next door.
The bus service from Lisbon to Lagos from this station is jointly operated by rede-expressos.pt and eva-bus.com
The EVA bus departures are usually faster, taking +-3hrs45mins BUT there is no stop between Lisbon and Lagoa in the Algarve.
As mentioned above, RENEX.pt also operate bus services from Lisbon Gare Oriente Bus Station to Lagos. However, these services take longer and from Marques de Pombal it will also take longer to get to that bus station..