Is it possible by vehicle/bus? Or do I need to fly?
Pretty easy. By road (taxi/bus) can be long - 10 hours with lots of time at border crossings - and a bit bumpy. Ferry travel is quicker, but can be more expensive (and also booked out at peak times), the air fares are not hideously expensive, and it's only 40 minutes (but where's the sense of adventure!).
WikiTravel actually has really good detail on where bus terminals and ferry ports are and which buses to catch.
Be aware, once you're in Sabah that there are warnings against travel to Eastern Sabah because of a military operation against insurgents.
Have a safe trip.
Phil at the safety hub about 5 years ago