http://horarios.renfe.es/hir/index.jsp? ... F=NaN&ID=i
Hello
If you look on the above link you should see the Spanish Rail service between Valadollid and Sahagun.
I imagine there will be a bus service from the airport to the city.
If you get chance I can really recommend walking the 'ruta iglesias' in Valadollid. A map is available from tourist information and there is an easy walk linking all the churches and the cathedral in Valadollid. Highly enjoyable, if you have the time.
Hope this helps and buen camino