They went by ship. This passage from Livy starts the description beginning with his brother Mago's recall to Africa: http://www.perseus.tufts.edu/hopper/text?doc=Perseus%3Atext%3A1999.02.0144%3Abook%3D30%3Achapter%3D19

He doesn't go into details only saying on the how of their escape that "their [the Roman's] generals had, through lack of either courage or strength, failed to detain them [the Carthaginians], though they had received express instructions from the senate to that effect."

As for how many soldiers he brought with him Livy states, "The unserviceable portion of his troops he got rid of by distributing them ostensibly as garrisons amongst the few towns which, more out of fear than loyalty, still adhered to him. [6] The main strength of his army he transported to Africa. Many who were natives of Italy refused to follow him, and withdrew into the temple of Juno Lacinia, a shrine which up to that day had remained inviolate." At the Battle of Zama, the final battle of the conflict, one of Hannibal's three lines of infantry was composed of his veterans that had come with him from Italy, in addition to some cavalry from there. You could ball park the number of troops he brought back from Italy as being being around a third of his army at Zama, so ~15,000 men (though I suppose some of these veterans may have been withdrawn from Iberia).

Might be more info out there.