Where can you find a train schedule from Penn Station to Grand Central Station?

There is no train that runs directly between Penn Station and Grand Central. You have to take the subway: the Uptown 1-2-3(the red line), 1 stop, from 34th Street-Penn Station to 42nd Street-Times Square, then transfer to the S shuttle train (color grey) to 42nd Street-Grand Central.

Trains on the New York City subway system operate continuously. There are schedules you can download, but they're often inaccurate.