Northlink Ferries run between Scrabster on the Scottish mainland and Stromness (7 miles to Finstown, 12 miles to Birsay) and between Aberdeen and Kirkwall (7 miles to Finstown, 12 miles to Birsay). Pentland Ferries run between Gills' Bay (near John o'Groats) and St Margaret's Hope (17 miles to Finstown, 42 miles to Birsay).
All ferries take foot passengers and push bikes. There is a regular bus service between Stromness and Kirkwall, stopping in Finstown. John o'Groats Ferries run a passenger only service to Burwick in South Ronaldsay in summer.
Flybe operate regular flights to and from Edinburgh, Glasgow, Aberdeen, Inverness and Lerwick. (The airport it is 10 miles from Finstown, 21 miles from Birsay).
You can take the train to Thurso and from there the bus takes you to the ferry terminal in Scrabster.