It makes sense to combine the two places on one daytrip but imo it isn't 'wise' to visit Cascais
and then go to Belém
. I think you should visit the other way round.
Most people visit Belem
to see its wonderful monastery church and cloisters, and I assume that's what you want to do? Many people would consider it disrespectful to visit a religious site when you're perhapsw wearing beach clothes and possibly sweaty, sandy and greasy from suncream.
Of course, if you just want to go to Belem
to eat pasteis de nata and walk the promenade to see the Discoveries Monument it doesn't matter when you visit.
So if you want to visit the Jerónimos Monastery
(and imo you really shouldn't miss it, even if you only visit the church) you should go to Belem
first. You can either get the train from Cais do Sodre
station or take tram 15
from Praça da Figueira
or Cais do Sodre
station. Imo it's best to get it from Praça da Figueira
because the tram queues at Cais do Sodre
can be, and often are, very long indeed.
When you've visited Belem
you can simply get the train onward to Cascais
and then, when you've had enough of sun, sand and sea, you can catch the train back to Cais do Sodre.
Train times, details and fares in English on the official Portuguese railway site:https://www.cp.pt/passageiros/en
Tram, bus and elevadore timetables and info in English on the official Carris website: http://www.carris.pt/en/home/