If you are attending an event at MCH Messecenter Herning, Jyske Bank Boxen or MCH Arena, you can travel to the venue by bus or train from Herning Station.
Buses 4A, 6 and 81 run regularly between the station and MCH, while the train runs about once per hour. See departure times at rejseplanen.dk
For larger events, extra buses running the afore mentioned routes are often laid on. At some events, shuttlebuses are used. See more on the websites of the events.