How do I get from the NY Penn Station to the subway in NY?

Okay, from what i know, the NY Penn station is in manhattan right? so how do i get from there to the subway in new york? specifically, i wanna take the D train to brooklyn and coney island. and also, what bourrough is little italy in? what subs go there? im completely and uuberly lost, me and my friend are going to new york for spring break on the 28th. help! lol we're marylanders.