From Gunnison, go west on SH50 to the intersection near the beginning of Blue Mesa Reservoir with SH149 and turn south (about 10 miles). From Montrose, drive east on SH50 to the east end of Blue Mesa Reservoir for the same turnoff on SH149. Drive west and south on 149 to Lake City, just over 45 miles from the previous intersection. Once in Lake City, watch for either 3rd or 2nd street. Turning west on either will take you to Bluff St. in two blocks and a left turn (south). 2nd St. is considered the "official" access to CR20 which heads west following Henson Creek, but if you take 3rd St., it passes by a nice city park with restroom and picnic tables for those who need a break before proceeding further. Measuring from where you turn off the highway onto either 2nd or 3rd street, it's a little over 3 miles to the trailhead parking which is just a pullout on the side of the Henson Creek road. The trail drops steeply down the side of the road to cross Henson Creek on a good bridge.
There is not any good camping close by. If you drive on up Henson Creek toward Capitol City, there is some primitive camping in that location. There's also some primitive spots just up the Nellie Creek road, which is about 3 miles west on CR20 from the Alpine Gulch TH. The first couple miles out of town on the Henson Creek Road, camping is prohibited.