Get off the bus.
Go out of the bus station.

You have 2 choices bus or taxi.

Both the bus stop and taxi rank are to the left of the main door at the bus station.

BUS
Get on a 3 or a 33.
It will take about 20 minutes to get to the Cathedral which is where to get off.
The cathedral bus stop is a just after the Sant Paula Hotel.
Continue walking and cross over the big pedestrian crossing.
Walk  on to the end of the street and turn left.
Plaza Nueva is 200 metres further.

Consider buying a  10 trip bono if you think you will use the bus a few times.

Bus station info here
http://granadamap.com/bus/

Taxi
Just get in the taxi. The cost will be about 9 euros. For such a simple journey the bus is cheaper and just as easy.