You can get a train from Sydney yourself if you prefer the DIY version. Once you get to Katoomba you'll find a well oiled machine regarding the trips you can take. To make the most of your trip you're best getting as early a train as possible so you arrive once the tourist office opens. You'll need to check that yourself. On your first day there you can buy a hop on hop off bus ticket for all the sites & rides around Katoomba, having been an early bird we give you time to take in some vwalks too. For your second day there is a good trip to some caves some miles from Katoomba. You can buy a combo ticket far as I can remember. That way you can get the most out of Katoomba and the surrounding region.
There are tour companies that will take you but I don't know much about that because i took the train which is very good value. almost 8 years ago