The original transport aircraft that were loaned were flown south via Italy. These JU-52's were used to transport Nationalist forces from Morocco to mainland Spain, and they proved to be the difference in the early campaigns of the Spanish Civil War. The rest of the Condor Legion was shipped by boat--not flown. There was, however, a regular courier service via air, again via Italy. Paul Preston covers this in brief in his Spanish Civil War, and though I don't have it at hand I think Antony Beevor spends a few more words on it in his The Battle for Spain than does Preston.