The Melbourne Conference and Exhibition Centre is next to a major tram line. The 12, 96 and 109 trams all run past the MCEC.
The MCEC is also a short walk from Southern Cross train station. If you feel adventurous try the WalkingShortcut.
There is more information at the MCEC website.
If you are only travelling on trams within the CBD and Docklands, travel is free. See Free Tram Zone map (pdf). The free zone stops just north of the Yarra River - MCEC is just south. So you could get off before the river and walk over the bridge.
Outside of the CBD and on trains, you will require a Myki ticket. If you need to purchase a Myki, there is information on the PTV website.