You can get to Caja Mágica using the Line 3 Madrid Metro, which runs from Villaverde Alto to Moncloa. The nearest station to the tennis facility is San-Fermin - Orcasur, located about 800 m (10 minutes walk) from the nearest entrance.
If you are coming from the side of Villaverde Alto, Sar Fermin - Orcasur will be the 4th station with a travel time of about 11 minutes. If you are accessing the Madrid Metro via the Moncloa Station, Sar Fermin - Orcasur will be the 13th station, with a travel time of about 36 minutes.
You can pay for the Madrid Metro ticket via a Multi-card that you can easily purchase from Metro de Madrid, Ligero Ticket Machines, or even a tobacconist.