I would go with the suggestions of ships or teleport, basically the same as any other army led by a powerful Spellcaster.
One more thematic way would be to walk through the shadowfell, but that might have other risks to the army.
For the sake of story I would instead consider moving only a small force, such as cultists and elite/more powerful/hard-to-create undead by magic. Land in an important outpost and take out before they sound the alarm. The defenders get raised as the zombies, skeletons and similar and are on the march by the time someone figures out that the post has gone silent. Attacks on undefended towns and villages, and cultists infiltrating cities to open gates, spread diseases and create a force on the inside would also make sense.
One more thematic way would be to walk through the shadowfell, but that might have other risks to the army.
For the sake of story I would instead consider moving only a small force, such as cultists and elite/more powerful/hard-to-create undead by magic. Land in an important outpost and take out before they sound the alarm. The defenders get raised as the zombies, skeletons and similar and are on the march by the time someone figures out that the post has gone silent. Attacks on undefended towns and villages, and cultists infiltrating cities to open gates, spread diseases and create a force on the inside would also make sense.