The closest airports are VENICE and TREVISO. They are well connected with most european airports by standard and low cost flights. Another option is VERONA. Some interesting low cost flights may be available here.
Get to train station "Calalzo-Pieve Di Cadore-Cortina" or Dobbiaco. Calalzo to Cortina is 35km by taxi; Buses leave every hour. From Dobbiaco to Cortina is 30km but only 3 buses per day. Visit the italian railway site here to get more info.
From Venice on the highway to Belluno (90km) then Cortina through Dobbiaco (30km).Dobbiaco is 10km from the austrian border (Lienz) and 60km from the Brenner Pass (Passo del Brennero). You can create a customized map and itinerary here.
TO THE COLLEGIO.
Arrived in Cortina, turn right before the first roundabout - a steep street named Via Faloria, where you can see the indications for Hotel Cristallo. Follow the road and pass Hotel Cristallo on your left; after Hotel Cristallo, turn right and continue to go uphill; after few hundred meters you will find the Collegio delle Orsoline on your right (via Faloria 104).
Find here additional information about Cortina d'Ampezzo: