Are there any trains or other public transportation from Pleasant Valley to NYC?

There are regular Metro North trains from Poughkeepsie to NYC/Grand Central. They trips takes from 90 minutes to about 110 on weekends. You can get parking passes to park at the Poughkeepsie train station -- it's about a 20 minute drive from this location.

Please pardon, I meant there is no train from Pleasant Valley to New York City*

There is no train from Pleasant Valley to Poughkeepsie, but there is a bus to the train which will take you to New York City. If you were going to do this completely using public transportation, you could hop on the Dutchess County Loop Bus Route D westbound from Pleasant Valley to the train station in Poughkeepsie, and then ride the Metro North train all the way down to Grand Central.