If you arrive from Termini Station:
Take the exit to via Marsala and turn to the right: the first street on the left is via Milazzo.

 If you arrive from Tiburtina Station:
Take the metro to Termini Station (line B) and take the exit to via Marsala. Then turn to the right: the first street on the left is via Milazzo.

 If you arrive from "Leonardo da Vinci" airport (Fiumicino):
Take the train to Termini Station. From there take the exit to via Marsala. Then turn to the right: the first street on the left is via Milazzo.