If you’re renting a car, it’s very easy. If you’re not, it’s a big pain. Booking an airport shuttle or limo service would be the best option. By train, MARC and Amtrak are the two trains connecting BWI with DC’s Union Station—you’d take that and then turn around and get back on the DC metro to Bethesda. You can also take a bus from BWI to Shady Grove metro station, then take the metro south to Bethesda. Both of those options take a long time and involve changes.