Hi Brenda, Havana is on the main island of Cuba. Cayo Largo is a remote island off of Cuba. You can only get there by airplane and it is a considerable distance from Havana. Bay of Pigs is on the main island of Cuba, but it does not have an airport.
The only way to do your trip is to take a plane from Havana to Cayo Largo and then a plane from Cayo Largo to Havana and then a bus or taxi between Havana and the Bay of Pigs.