The Brunel Trail is a 9 mile trail that runs from Haverfordwest to Neyland along the track of the old GWR railway; Neyland was the terminus of the GWR.
You can start at either end or join at several places along the way. As it is an old railway track, it’s an easy walk and has been surfaced to make walking or cycling easy. Details here. There is plenty of wildlife to see along the trail.
If you start at Neyland, there are some bars and cafes near the yacht club. I tried Manilla’s which very pleasant indeed. (Manillas Cafe, Neyland Yacht Haven Marina, Neyland, Milford Haven SA73 1PY).