Urumqi's transportation network is quite developed considering just how remote this city is.
By plane:
The Urumqi airport is 15km from the city. Daily domestic connections to Beijing, Guangzhou and other major cities are available as well as daily connections to Kashgar. Some international flights (not all daily) to Moscow and Islamabad are also available.
By train:
This is the best way to travel east into the rest of China. The Urumqi Train Station is in the southwest of the city. To and from Urumqi, you'll find direct trains to Beijing, Shanghai, Lanzhou, Xi'an, and Chengdu. Express trains take a few days. Trains to and from Beijing take around 45 hours, and to and from Shanghai takes around 48 hours.
By road:
The best way to get around in Xinjiang province is by bus as the highway system is relatively complete. The Urumqi bus station is a few blocks northeast of the train station. There are several bus stations in Urumqi, each associated with a different destination city. Buses to Turpan can only be taken from the Urumqi-Turpan bus station near the Erdaoqiao market on Quanyin Dadao . Buses to Kashgar take 36 hours and to Turpan take 3 hours.
City transportation:
City buses in Urumqi can get crowded. A better alternative are the minibuses that go through the city .