My guess would be they would have travelled by train, handcuffed to a prison warder, possibly in chains as well to hamper any escape, and then by closed cart (think of the old horse drawn black marias) from the railway station nearest the prison to the prison itself. In the case of Dartmoor prison, I would imagine the nearest station was at Horrabridge on the South Devon Railway line between Exeter and Launceston. It's about 6 miles by road from Horrabridge to Princetown.