If you travel by public transport, there will be several trains from Copenhagen Centralstation with frequent departures which drive to the Roskilde railway station.
When arriving at Roskilde railway station, there'll be several bus connections to DTU Risoe Campus:

600s: Roskilde Station - DTU Risoe Campus, departures 3-4 times every hour.
216: Roskilde Station - DTU Risoe Campus, departures ca. once every hour. 
The trips are ca. 15 minutes.

You can use the Journey Planner or Google Maps to help plan your trip to DTU Risoe Campus.

If you wish to travel by taxi the companies below can be used:
DanTaxi tlf. (+45) 48 48 48 48
Taxa 4x35 tlf. (+45) 35 35 35 35

The price from Copenhagen Airport or the Central Station is approx. DKK 900 (EUR 120).  From Roskilde Railway Station to Risø: approx. DKK 180 (EUR 24).

If you travel by car the distance is ca. 45km with a travel time of ca. 40 minutes.